In Jacket v1.1, an optional Developer SDK Upgrade is available. This upgrade provides the ability for you to integrate custom CUDA code for use with MATLAB. With a few simple jkt functions (which mimic standard MEX API functions), you can integrate custom CUDA kernels into Jacket.
This task is as simple as replacing the main function in your program with jktFunction, which is used in the place of mexFunction for integration of CUDA code into MATLAB and Jacket. This serves an an entry point to Jacket's runtime. Within a jktFunction, you have access to several jkt API functions to do tasks such as getting input from MATLAB, allocating device memory, calling the CUDA kernels, and casting the kernel's output to MATLAB arrays. The SDK functions are designed CUDA programming for MATLAB very easy. Check out the examples in the <Jacket Installation Folder>/sdk directory.