We have done quite a bit of this type of thing, serialising data from a 3D scanner and then reading back into Matlab for analysis.  We did exactly what Diederick suggested, wrote mex files.  We serialise out of the scanner with boost serialisation and unserialise in the mex files with boost serialiation.  Then the problem is really just one of mapping your C++ data structure to an equivalent data structure in Matlab.

 The serialisation part is easy,  the mex interface to matlab however is not so nice.