I have a C++ program in Visual Studio that records data and saves it into a file. I want to do some Matlab analysis reading from that file and save the results in a separate
You can make use of the Matlab Compiler SDK, which turns your matlab code into a standalone program or library.
You can then call this libary from your C++ code, and the end user won't even need to have Matlab installed (just the Compiler Runtime, which you can deploy "royalty-free"), see this web page for what you can do with it.