How do I convert Octave code to C or C++ ?

There are at least 2 packages that can convert many Octave operations to C++: http://moby.ihme.washington.edu/bradbell/mat2cpp/mat2cpp.htm http://www.octave-compiler.org/  (dead link) https://strategoxt.org/Octave/WebHome Live, but many links are dead -- probably hasn't been updated since 2005 The former appears to be alive -- the author has made some changes recently; the latter appears to be dead or moved.  The toolkit underneath the second project is still available and actively maintained.

There is a MATLAB toolbox called Coders toolbox which could do the job for you. But this is licensed toolbox and you need to purchase it if not available already. Ublas tool as Ken mentioned is worth trying. One could also use  http://arma.sourceforge.net/ library in native C/C++ to achieve the same functionalities and can be tweaked for performance as well.

The Octave/MATLAB language is very different from C and C++ in enough ways that it would be quite difficult to build a  tool to convert from Octave code to sensible, efficient, human-readable  C or C++. Fortunately, there are a couple of things that might work that you can try before undertaking to rewrite your code: First, try to compile Octave for your embedded platform. Even if this  doesn't work at first, it may simply be an issue with the build system or an OS interaction feature that you might not need, so porting Octave enough to fulfill your needs might not be unreasonable. Second, look in to the Octave C++ integration features: http://en.wikipedia.org/wiki/GNU_Octave#C++_Integration http://wiki.octave.org/wiki.pl?CategoryExternal If these methods don't work, you may want to look into the MATLAB Compiler, which will let you compile MATLAB code into shared libraries. Watch out, though, because this will be expensive, x86 only, unsupported  on an embedded OS, and you'll need to translate your code from Octave to MATLAB (though there are tools that can help with that).