Why does mxCreateDoubleMatrix() returns NULL?

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I am using the following MATLAB External Interface API, to create a double matrix
>> mxCreateDoubleMatrix(3,3,mxREAL)
It returns NULL, why?

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MathWorks Support Team
编辑:MathWorks Support Team 2025-1-31
Call the following API before using 'mxCreateDoubleMatrix'
>> mclInitializeApplication
This sets up the application state shared by all MATLAB Runtime instances created in the current process. For more information on this API, you can view the release-specific documentation by executing the following command in the MATLAB R2020a command window:
>> web(fullfile(docroot, 'compiler_sdk/cxx/mclinitializeapplication.html'))
For further information regarding the current release, please follow the link below:

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