There are couple of things you could do while planning to run MATLAB on Windows Azure. Here i will provide a few resources to get your started. I am also working on a Windows Azure SDK 1.6 and MATLAB Runtime 7.1 installer based sample also, which I will release shortly.
Part 1: Understanding Windows Azure HPC Scheduler SDK and how it works in general with Windows Azure
Getting Started with Application Deployment with the Windows Azure HPC Scheduler (Document Walhthrough)
Windows Azure HPC Scheduler code sample: Overview (Video instructions - part 1)
Watch Video about running Windows Azure HPC Scheduler code sample: Publish the service (Video instructions - Part 2)
Step by Step hands on training guide to use Windows HPC with Burst to Windows Azure:
Learn more about Message Passing Interface (MPI): MPI is a platform-independent standard for messaging between HPC nodes. Microsoft MPI (MS MPI) is the MPI implementation used for MPI applications executed by Windows HPC Server 2008 R2 SP2. Integration of Windows HPC Server 2008 R2 SP2 with Windows Azure supports running MPI applications on Windows Azure nodes.
You can use Windows Azure HPC Scheduler (follow link below for more info)
Using MATLAB with Windows Azure HPC Scheduler SDK:
In MATLAB Parallel Computing Toolbox, you can find MATLAB MPI implementation MPICH2 MPI.
Windows Azure HPC Scheduler allows for spawning worker nodes on which MPI jobs can be run. With a local head node and for compute-bound workloads you could
Installing MATLAB Runtime with your Windows Azure application:
To install MCR (MATLAB Compiler Runtime) in Windows Azure you could do the following:
Other Useful Resources:
Some case studies from Curtin University, Australia, using MATLAB and Windows Azure:
A bunch of Microsoft Research Projects specially ModisAzure use MATLAB on Azure which you can find as the link below:
A presentation done by Techila's at Microsoft TechDays 2011 presentation showed MATLAB code running in Windows Azure.