I'm trying to put in my thesis matlab code but the results are not very good. I would get something like that but I don't know what packages using and how to create this result:

I'm trying to put in my thesis matlab code but the results are not very good. I would get something like that but I don't know what packages using and how to create this result:

I personally prefer the minted package. It's a little trouble to set up by the output is very neat and tidy -- and it has syntax highlighting.
Output:

Code:
\documentclass{article}
\usepackage{minted}
\begin{document}
\definecolor{bg}{rgb}{0.95,0.95,0.95}
\begin{minted}[linenos=true,bgcolor=bg]{matlab}
% Gradient descent algo for linear regression
% author: Nauman (recluze)
%set the data
X=[1 1 1 1 1 1 1; 22 49 80 26 40 54 91];
Y=[20 24 42 22 23 26 55];
hold on;
plot(X(2,:),Y, 'x');
% set the actual values of W
W = [5.775 0.474]';
YAct = (W' * X);
% GRADIENT DESCENT
W = zeros(2,1); % initialize W to all zeros
m = size(X,2); % number of instances
n = size(W,1); % number of parameters
alpha = 0.000025; % gradient descent step size
disp('Starting Weights:');
\end{minted}
\end{document}
You'll have to call pdflatex with --shell-escape though and you will have to install a package that provides pygmentize command.
listingspackage is what you're looking for. – Stephan Lehmke Nov 29 '12 at 12:16mcode, which useslistings. – Torbjørn T. Nov 29 '12 at 12:25pythontexandminted, which use the Python syntax highlighting library Pygments. These can highlight Matlab code and Matlab interactive sessions. – G. Poore Nov 29 '12 at 13:10matlab-prettifierpackage is your friend, here; see this answer. – jub0bs Feb 13 '14 at 23:15