The general advice here is
1) Have MATLAB call your C++ code as a mex routine, and then use the mexCallMATLAB function inside your C++ code to call back to MATLAB for the functions you want. This is the easiest way to call MATLAB functions and get the results back into your C++ code. Your C++ code is actually a DLL for MATLAB and shares the same address space as MATLAB. The downside is you may need to re-architecture some of your code (e.g., I/O) to get it to work as a mex function, and it can be a little more difficult to debug your C++ code, but can be done.
2) Have your C++ code call MATLAB as an Engine application. MATLAB actually starts as a separate process (does not share the same address space with your C++ code) so variables have to be copied back & forth to get the function calls done. So fewer changes will be needed for your C++ code to go this route, but more cumbersome and generally less efficient than the mex function route for the MATLAB function calling part, and probably easier to debug your C++ code.
Information and examples can be found here:
