Feature Request: mex function generation

[davidakelley]

I'm interested in using this for speeding up existing Matlab code that I have been translating by hand. With all the work that's been put in already, an option to create a .cpp file that could be compile to a .mex* function doesn't seem that hard. It'd also make it quite a bit easier to test that the conversion was successful even if the desired output is the C++ code for inclusion in non-Matlab projects.

Has this been explored? Is there something about the mex specification that's more difficult than it seems to me?