Checking status of warning messages in MEX
Undocumented Mex functions can be used to extract the state of Matlab warnings in run-time.
Pavel Holoborodko
MEX ctrl-c interrupt
An undocumented MEX function can help interrupt running MEX functions.
Better MEX error messages
The default clunky and release-incompatible MEX error messages can be improved using a simple hack.
Undocumented Matlab MEX API
Matlab's MEX API contains numerous undocumented functions, that can be extremely useful.