MATLAB Compiler SDK™ extends the functionality of MATLAB Compiler™ to let you build C/C++ shared libraries, Microsoft® .NET assemblies, and Java® classes from MATLAB®

You May take a look at this.

https://www.youtube.com/watch?v=EeLHgfn6iQM

All the best

I have been using a small tool called MidEva, which could compile MATLAB scripts into DLL files. These files could be called by Visual Basic or other programming platform. 

it is possible with several ways, i had the same problem and used the following method to solve it, hope it helps you as it did for me:

[source] ------> Matlab apiguide.pdf :

Example 1:

Dim MatLab As Object

Dim Result As String

Set MatLab = CreateObject("Matlab.Application")

Result = MatLab.Execute("surf(peaks)")

Example 2:

Dim MatLab As Object

Dim Result As String

Dim MReal(1, 3) As Double

Dim MImag() As Double

Dim RealValue As Double

Dim i, j As Integer

rem We assume that the connection to MATLAB exists.

Result = MatLab.Execute("a = [1 2 3 4; 5 6 7 8;]")

Call MatLab.GetFullMatrix("a", "base", MReal, MImag)

For i = 0 To 1

For j = 0 To 3

RealValue = MReal(i, j)

Next j

Next i

Another example:

Dim Matlab As Object

Dim Result As String

Private Sub Form_Load()

Set Matlab = CreateObject("Matlab.Application")

End Sub

Private Sub Form_Unload(Cancel As Integer)

Matlab.Quit

Set Matlab = Nothing

End Sub

To execute Matlab commands, simply use:

Result = Matlab.Execute("plot(randn(10,1))") or

Result = Matlab.Execute("mfilename") or

Result = Matlab.Execute("a = 1;")

To put matrices into Matlab, use:

Dim MReal(1, 3) As Double

Dim MImag() As Double

For i = 0 To 1

For j = 0 To 3

MReal(i, j) = i + j

Next j

Next i

Call Matlab.PutFullMatrix("a", "base", MReal, MImag)

To get matrices from Matlab, use:

Call Matlab.GetFullMatrix("a", "base", MReal, MImag)

For i = 0 To 1

For j = 0 To 3

RealValue = MReal(i, j)

Next j

Next i