You have to do several things if you want to run parallel calculation with MATLAB. First
of all, you have to reprogram the code. The only change is the "for" loop. For parallel calculation, you need to replace "for" by "parfor" just like what @Hedayatpoor said. However, you also need pay much attention to the codes in the loop. For example, you use i as index (parfor i=1:N), you can not call variable indexed by i in the loop (b=a(i) is not legal). Next, you can use the Parallel toolbox. Typing "matlabpool 4" can help you connect to 4 labs.
Actually, the parallel calculation capability of MATLAB is limited. If you really have so large amount of calculation, FORTRAN may be a better choice.
Hello, Kouba! Since you have a NVidia's graphics card in your PC, it is very simple. I suggest you to use the MATLAB R2013a. It already contains the PCT and you only must to use the GPUARRAY function to copy the data to the device memory. After that, you are able to use the same MATLAB built-in functions to run your code in a parallel mode. All the parallelization is implicity executed in the GPU cores by the PCT. You don't have to concern about the number of blocks or threads per block, or another details about parallel programming.
If you need more details, please read one of my papers called "Parallelization of a Modified Firefly Algorithm...".