How about the following way?
- Plot the heatmap
- Add axes over the heatmap
- Plot lines on the axes
- Set the background color of the axes to 'none'
- Adjust the axes size to fit to the heatmap
The following is an example.
% Sample data
cdata = [45 60 32; 43 54 76; 32 94 68; 23 95 58];
figure
heatmap(cdata)
colorbar
ax = axes;
plot(ax,magic(4),'LineWidth',2)
ax.Color = 'none';
% Maybe it needs some adjustment, like:
ax.Position(3) = 0.72;
ax.XTick = [];
ax.YTick = [];
