Introduction
During the last year I have written several small Matlab programs which I needed to include in my masters thesis which I am writing in LaTeX. The easiest way to do this is using the LaTeX package called listings.

This package makes it very easy to include and highlight all sorts of programming languages. The list of supported languages is quite long:
ABAP,ACSL,Ada,Algol,Ant,Assembler,Awk,bash,Basic,C,C++, Caml,Clean,Cobol,Comal,csh,Delphi,Eiffel,Elan,erlang, Euphoria,Fortran,GCL,Gnuplot,Haskell,HTML,IDL,inform,Java, JVMIS,ksh,Lisp,Logo,make,Mathematica1,Matlab,Mercury, MetaPost,Miranda,Mizar,ML,Modula2,MuPAD,NASTRAN, Oberon-1,OCL,Octave,Oz,Pascal,Perl,PHP,PL/I,Plasm,POV, Prolog,Promela,Python,R,Reduce,Rexx,RSL,Ruby,S,SAS, Scilab,sh,SHELXL,Simula,SQL,tcl,TeX,VBScript,Verilog,VHDL, VRML,XML,XSLT
When first went looking for the a way to highlight the code in a nice way a ran across M-code LaTeX Package [mathworks.com]. This was a small package which basically just wrapped around listings and defined some Matlab specific settings. I took some of the colors from this package made some other changes and ended up with a highlighting that suited me better. The syntax is quite straight forward and it is very to change the language. The package requires to have the setting defines in the preamble of the LaTeX document. The settings I am using for Matlab code is the following:
\usepackage{listings} \usepackage{color} \usepackage{textcomp} \definecolor{listinggray}{gray}{0.9} \definecolor{lbcolor}{rgb}{0.9,0.9,0.9} \lstset{ backgroundcolor=\color{lbcolor}, tabsize=4, rulecolor=, language=matlab, basicstyle=\scriptsize, upquote=true, aboveskip={1.5\baselineskip}, columns=fixed, showstringspaces=false, extendedchars=true, breaklines=true, prebreak = \raisebox{0ex}[0ex][0ex]{\ensuremath{\hookleftarrow}}, frame=single, showtabs=false, showspaces=false, showstringspaces=false, identifierstyle=\ttfamily, keywordstyle=\color[rgb]{0,0,1}, commentstyle=\color[rgb]{0.133,0.545,0.133}, stringstyle=\color[rgb]{0.627,0.126,0.941}, }
To include a code-snippet I just start the lstlisting environment as such:
\begin{lstlisting} if draw print([outputpath, 'mygraph.eps'],'-depsc') end \end{lstlisting}
And if I want to include a whole source code file I use the lstinputlisting command:
\lstinputlisting{../Matlab/inverse/MetropolisDataMany.m}
Further reading
The package is quite well documented and the 58 pages long manual can be found here: listings.pdf
Thank you so very much. Finally I have included C++ code that looks really fine.
I liked Ashis’ layout though i enabled the frame=single key. For my own documents I often do the following when including many files (My example uses Java where different packages are used):
After this the following lines can be used to include files from directories: