Use the mxCreate* functions to create MATLAB® arrays. Use the mxCalloc,
mxMalloc, and mxRealloc functions
to allocate dynamic memory.
You allocate memory whenever you use an mxCreate* function
or when you call the mxCalloc and associated functions. Use
mxDestroyArray to free memory allocated by the
mxCreate* functions. Use mxFree to
free memory allocated by the mxCalloc and associated
functions.