NOTE: This package is no longer being actively maintained. Instead I suggest you try:
MathLink.jl provides bindings to the MathLink library, which is an interface for Mathematica.
You'll need Mathematica installed (this was tested on version 9, but may work on earlier versions).
By default, MathLink isn't installed into the library path. MathLink.jl will try to guess the default path (currently OS X only), otherwise you will need to set the environment variable MATHLINK_LIB pointing to the shared library. Similarly, MATHEMATICA_EXEC should point to the Mathematica executable, typically either math or MathKernel depending on OS (this isn't strictly required, as it can be specified in the mlopen function, but is required for the simple form used in the examples.
The interface is very similar to the C interface, though takes advantage of multiple dispatch to reduce the number of functions, e.g. various MLGet... functions are all handled by mlget. Error handling and memory management of arrays is handled automatically.
Some sample programs are provided in the examples directory. For more information on how to use MathLink, I recommend "A MathLink Tutorial", by Todd Gayley: it's a little bit out old (so some of the functions have been deprecated), but the second chapter provides a good overview of the various aspects, such as handling packets and blocking.
I do have a vague intention of making this easier to use: if you have any suggestions, please let me know