What is the distance between two locations?

There are many scripts and functions available in the internet to answer that question, including the MatLab own mapping toolbox and the m_map toolbox.

But for mapping many data points in a reasonable small area (less than 1000km diameter) there is a very fast approximation:

lat_vec is a vector of location latitudes and lon_vec the respective longitudes. The distance in meters between all those locations and a center point clat, clon can be written as:

distances = sqrt( ...
    (lat_vec - clat).^2 +  ...
    ((lon_vec - clon) .* (cosd(lat_vec)+cosd(clat)./2)).^2 ...
    ) .* 110000;

this assumes are small scale Cartesian grid, thus the distances are not great-circle distances. The error on scales < 2000km should be small, thus acceptable for data mapping, but not for navigation or similar purposes.