I am trying to make some C++ code that uses the Eigen library callable from Matlab. I can't seem to find any pointers on how to do that with Matlab.
Can you compile with matlab making a mex file that uses these kind of libraries? I know you can call MathWorks libraries but that would mean rewriting the code.
In principle you can link mex files to arbitrary external dlls/shared libraries, using the
-L options. E.g., as taken from http://www.mathworks.de/de/help/matlab/ref/mex.html:
lapackpath to your needs.