Yet more detective work: I downloaded ListDLLs <http://technet.microsoft.com/en-us/sysinternals/bb896656>. I dumped the results for MATLAB.exe to files for both the successful launch and call via cygwin and the unsuccessful non-cygwin launch. I then diff'd the files. The only differences are the obvious ones:
> 0x0000000035da0000 0x25000 U:\prj\mexjulia\mexjulia.mexw64 > 0x0000000036730000 0x336d000 C:\Julia-0.4.0-dev\bin\libjulia.dll > 0x0000000035dd0000 0x1c000 C:\Julia-0.4.0-dev\bin\libgcc_s_seh-1.dll > 0x0000000035e80000 0xed000 C:\Julia-0.4.0-dev\bin\libstdc++-6.dll > 0x000000007c190000 0x203c000 C:\Julia-0.4.0-dev\bin\libopenblas.DLL > 0x000000006f600000 0x134000 C:\Julia-0.4.0-dev\bin\libgfortran-3.dll > 0x0000000039aa0000 0x57000 C:\Julia-0.4.0-dev\bin\libquadmath-0.dll > 0x000000005ac10000 0x182000 C:\Julia-0.4.0-dev\bin\libpcre.DLL > 0x0000000039b00000 0x27000 C:\Julia-0.4.0-dev\bin\libdSFMT.DLL > 0x000000003d7b0000 0x8b000 C:\Julia-0.4.0-dev\bin\libgmp.DLL > 0x0000000064b90000 0x1ac000 C:\Julia-0.4.0-dev\bin\libmpfr.DLL > 0x0000000039b30000 0x4e000 C:\Julia-0.4.0-dev\bin\libopenlibm.DLL I double-checked to make sure that C:\Julia-0.4.0-dev\bin is on the system path, so that can't be it... :-(
