I found that both functions double2mxArray and double_complex2mxArray are definied in itmex.h, but they are not implemented.
I've implemented double2mxArray as follows...
void itpp::double2mxArray(const double &in, mxArray out)
double temp = (double *) mxGetPr(out);
if (temp==0) mexErrMsgTxt("vec2mxArray: Pointer to data is NULL");
*temp= (double) in;