Example of using CUDA in a MATLAB MEX-function.
Tested on Windows 8.1 x64, MATLAB R2015a, CUDA 6.5, Visual Studio 2013.
Steps to compile and test:
C:\> call "c:\Program Files (x86)\Microsoft Visual Studio 12.0\VC\vcvarsall.bat" amd64
C:\> set CUDA_PATH=C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v6.5
C:\> set PATH=%PATH%;%CUDA_PATH%\bin;%CUDA_PATH%\lib;%CUDA_PATH%\lib64