I would like to call a matlab function from mathematica. How best to do that?
I have found an ancient post on Wolfram site describing a way to do this, is this still the way to connect the two?
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You can use mEngine. The precompiled Windows MathLink executable works with Mathematica 8. On Windows you may need to add MATLAB to the system path.
The advantage of this compared to the NETLink method is that transferring variables between Mathematica and MATLAB will be as easy as
mGet["x"]ormPut["x"]. Although this might be possible with NETLink too, the advantage of mEngine is that you don’t need to implement it yourself (which is great if like me you don’t know anything about COM or .NET)