Add the possibility of interrupting MEX files during computation with Ctrl-C
Especially useful for bytecode and estimation DLLs.
The natural way would be to intercept the SIGINT signal within the MEX, but this is not possible with MATLAB. Maybe this is possible under Octave, we must check.
For MATLAB, there is an undocumented function
libut, which must be polled at regular intervals. This seems to be working under Windows. Need to check under GNU/Linux and MacOSX.