Unfortunately, the SAVE command is not supported for code generation, and it doesn't make sense to call it as an extrinsic function. Since you are running R2013a, you should be able to use FOPEN, FCLOSE, and FPRINTF to write a text file with your data in it. Note that FPRINTF for code generation will require you to write your array elements with a loop (or loops), since it doesn't support the automatic looping that MATLAB's FPRINTF does. It will be more cumbersome to use the text files back in the MATLAB environment, but it should work.
The only alternative I might suggest, if your need is limited to returning intermediate stages for, say, debugging purposes, is to use ASSIGNIN as an extrinsic function.
function a = dosomething( a )
%#codegen
coder.extrinsic('assignin');
% Input changes, and we want to remember this step.
a = a/2;
assignin('base','a1',a);
% Array changes again. Remember this value.
a = a + 1;
assignin('base','a2',a);
% Array changes again, but this is the return value.
a = cos(a);
Then your calling program can use the SAVE command to write mat files if you need them.
