I wrote a trajectory planner in Matlab, and I would like to compile as a .dll or .so to include in Python. Is it possible, if yes where and how can I start? I already installed the gcc and g++.
I'm asuming you coded m-Code and not C++-code in MATLAB (because the latter one would be easily convertable to some sort of C++ library): Perhaps try MATLAB-Coder which will help you generate C++ code from your m-Code: http://www.mathworks.de/products/matlab-coder/?s_cid=global_nav
Perhaps it's what you're looking for :)