.m files as MATLAB/Octave for Sublime Text

Sublime 2 can be configured to associate certain file extensions to certain syntax highlighting schemes. See this answer for exactly how to do it https://stackoverflow.com/a/8014142/694184

Here is how to run Matlab/Octave code directly from Sublime Text with CTRL+B and associate .m files to this Matlab syntax. Here it is specific for Windows, see the reason below in the note.

First a Matlab.sublime-build:

{
    "cmd": ["cmd", "/k", "D:\\Documents\\software\\octave-4.0.0\\bin\\octave-cli.exe", "$file"],
    "selector": "source.matlab"
}

Then a Matlab.sublime-settings:

{
    "extensions":
    [
        "m"
    ]
}

Note: I used the cmd /k trick to have the plot displayed in a new window that doesn't "disappear" after 10 milliseconds (see How to run Octave code without the Octave IDE (similarly to Python)? and Octave: How to prevent plot window from closing itself?). For this reason, don't forget to add this to your plots:

h = plot(...)
waitfor(h)