title: The quickest way possible to save Matlab matrices
body: <p>I am using Matlab to invoke some external call in C++ and then receive a huge calculated matrix back. The matrix is very huge, and I do not have access to this C++ program's source code. (if I have, I will make it save from C++ right away) </p>
  
  <p>Right now, on my system, this C++ program only uses 1 second to calculate the given data and send back to Matlab, and Matlab's dlmwrite takes 200-300 seconds to save this single huge array on disk. I have some more thousands to compute, and I wanna cut the time down.</p>
  
  <p>So what is the fastest way possible to save in Matlab? </p>