Hello,
As matlab code can't get compiled, I'm assuming you talk about running matlab code from textmate. I implemented an integration between MATLAB and Textmate, which allows to run a script or the current cell in matlab when you are in textmate. It only works when matlab runs in the terminal, as there is NO WAY to communicate with the matlab java/X11 GUI.
Because the terminal is quite awful to use in interactive mode (no mouse, different shortcuts, no syntax highlighting, problem with long lines), I'm working on a matlab console bundle too, which works in a similar way as the R-Console Bundle. I can communicate with matlab both ways now. It's possible send commands to matlab and receive matlab's output.
I sent an email to Thomas to discuss the integration of this in the matlab bundle, but he seems busy now. If you want more information about what I did, want to try, or better if you want to help with this project (I'm quite bad at ruby, shell scripts and other needed languages), send me an email.
Pierre