As there is a MATLAB compiler to C, I am wondering if there is a compiler of converter that can convert some of the mathematical C/C++ codes to MATLAB?
I know that many of the capabilities and functions in C/C++ are not available in MATLAB, but at least for purely mathematical codes, is there any convertor tool out there?
Look into Mex-files:
http://www.mathworks.com/help/techdoc/ref/mex.html
With it, you can write C or C++ and call it in Matlab, allowing to use facilities or code provided/already written in C or C++ in Matlab.