Octave to LaTeX
Nowadays the latex
function is available on Octave-Forge in the symbolic package.
>> pkg install -forge symbolic
>> pkg load symbolic
>> a = eye(3);
>> latex(sym(a))
\left[\begin{matrix}1 & 0 & 0\\0 & 1 & 0\\0 & 0 & 1\end{matrix}\right]
>> syms x
>> latex(int(sym('x^2')))
\frac{x^{3}}{3}
If all you need is a matrix, you can do this:
strrep(strrep(mat2str(A),",","&"),";","\\\\\n")(2:end-1)
where A is your matrix. That will give you the body of your matrix, without the \begin{matrix}
and \end{matrix}
strcat("\\begin{bmatrix}\n",strrep(strrep(mat2str(A),",","&"),";","\\\\\n")(2:end-1),"\n\\end{bmatrix}\n")
will generate the whole thing.
I don't think there is a more comprehensive solution in Octave.
Another option seems to be using scilab. It is also more or less MATLAB compatible (some say even more than Octave), and it has a prettyprint function that seems to do what you want. I have no experience with scilab, though.
But it is closed source. Is there something Open Source or should I attempt to try and accumulate people to write it?
If you aren't completely wedded to Octave, you can use Sage to do this.
sage: M = matrix([[2,3],[3,2]])
sage: latex(M)
\left(\begin{array}{rr}
2 & 3 \\
3 & 2
\end{array}\right)
sage: a = integral(x^2,x)
sage: latex(a)
\frac{1}{3} \, x^{3}
If you really do need to do this with Octave, you can use the Sage to Octave and back interface as well. I don't have a local Octave install so I can't post some code, but I don't think there should be a huge problem with the flow Octave -> Sage -> Latex.