You have to combine the data into one array inside the mex routine itself. Once outside the mex routine, if all you have is the y1, y2, etc variables then you will have to manually concatenate them together (which will involve a data copy of course). I am guessing this is possible inside the mex routine with the mxCopyReal8ToPtr function (passing a pointer to the middle of a memory block) but confess I haven't tried it ... you may get an assert fault. If you do get a fault there are ways around it. Let me know if you need help with this.
EDIT
I just ran a test and mxCopyReal8ToPtr does not generate an assert fault if passed an address in the middle of a memory block. So a code snippet example for doing this is:
mwPointer mxCreateDoubleMatrix
mwPointer mxGetPr
:
mwPointer pr
real*8 x(3), y(3) ! start with two separate Fortran variables
mwSize m, n
integer*4 complexity
:
x = [1,2,3]
y = [4,5,6]
m = 3
n = 2
complexity = 0
plhs(1) = mxCreateDoubleMatrix(m,n,complexity)
pr = mxGetPr(plhs(1)) ! point to 1st column
call mxCopyReal8ToPtr(x,pr,m) ! copy into the 1st column
pr = pr + m*8 ! pointer arithmetic, point to 2nd column
call mxCopyReal8ToPtr(y,pr,m) ! copy into the 2nd column
