MATLAB-CDI is a collection of MATLAB functions that import/read GRIB and netCDF files through high-level function calls that follows an unified syntax. The package supports a subset of the full GRIB and netCDF format specification typically produced by climate models.
Technically speaking, MATLAB-CDI consists of mex-interfaces to the CDI library that read GRIB/netCDF. CDI is the basic library underlying the famous CDO (Climate Data Operators) developed by Max-Planck Institut für Meteorologie in Hamburg. The MATLAB-CDI interface package has been developed by The MathWorks Consulting on behalf of the Rossby Centre, SMHI.
MATLAB-CDI has been compiled and tested under Linux and Windows. The Linux installation is straightforward, while the Windows installation in the worst case requires experience of how to compile and install programs in a Linux-like environment such as cygwin or MinGW. (Actually, it's not the MATLAB-CDI package that causes the problems, it's the netCDF and CDI libraries that need to be compiled under Windows, nothing for the faint-of-heart.)