Run and interface external program compiled with ICC (NOT mkoctfile!)

[Carlos222]

Dear colleagues.
I need your help. I have a code in matlab that now I implement in the
Octave. As you should know the octave for many operations using matrix is
much slower than matlab. Anyway, I am intend to take the slowest part of my
code and compile using the intel compiler and the intel MKL (math kernel
libraries) using all the advantageous of the parallelization in my core i7
processor. The compile program should receive a vector as input and gives
another longer vector as output. My first idea was using files in the hard
disk to interface the program with octave. Something like :
  "save input_file.txt"
  "system(run_icc_compiled)"
 "wait sometime or check the output_file.txt"
 "load the output_file.txt"

The problem is that this part of the program that I want to compile will run
thousand of times and this read/write in disk can make everything slower...

My question is: Is there some more intelligent (and hopefully easy) way to
do this interface without write/read in the disk?

Thank very much.
Carlos

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