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I am using matlab 2009 -- I have .m file.

I want to convert it to dll file so i can use it in c++.

how can I do that, someone told me to use the matlab compiler and is it free?

+1  A: 

First you need the compiler. Available from Mathworks here. Also, the compiler is not free for most people, a student version is available when bundled with other Mathworks products.

Mathworks provides a 'Free MATLAB Compiler Interactive Kit' which provides walkthroughs covering the DLL and executable build process.

entens
A: 

Another option is to use MATLAB's C/C++ API to convert your source code to C++. All MATLAB's functions are accessible, but it's a pain to write this without good wrappers. It might be worth your while to purchase the compiler.

André Caron