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It's ok !

It an error of my own.

Sage does provide a __matrix__ interface for MatlabElement (but not a __vector__ one so that explains my initial problem).

However it is based on string parsing so could be slow with large matrices. I gave a glance to Matlab binding package for the R programming language and it seems that the "fastest" way to communicate with matlab is to use the filesystem through mat files. Fortunately, it is easy to do in sage with scipy.sio.loadmat function and very fast.

Thanks for your answer Jason. Have a good day.