What does "running a Matlab script in a Linux console" exactly mean? You can run Matlab scripts inside Matlab only. Then the command error stops the execution, except if you prevent the script from doing so by a try/catch block. If this happens, the solution is easy: Do not let the code proceed after a severe problem, but stop if by an error.
Without seeing the relevant part of the code or understanding where you run what, I cannot post a more specific answer.