Finally, I found the answer here:
matlab .NET.
http://forum.finaquant.com/viewtopic.php?f=4&t=1217
double[] arr = (double[])((MWNumericArray)result).ToVector(MWArrayComponent.Real);
double[] vec = (double[])((MWNumericArray)M).ToVector(MWArrayComponent.Real);
double[,] mat = new double[rows, cols];
for (int i = 0; i < cols; i++)
{
for (int j = 0; j < rows; j++)
{
mat[j, i] = vec[i * cols + j + 1];
}
}