How to capture matlab dll output by display() in c# code

Hi, I compiled a matlab dll which is used by a c# WPF application. The matlab returns data that is used by the c# program. And the dll function in c# is put on a thread. The matlab function call of the dll also use display() to output some information in the console so we can monitor it's progress. These output can be seen in the visual studio debug output window. So, what I would like to do now is to be able to capture these output in my c# code so I can make a progress bar to display the progress of the matlab dll function call. Would you please suggest me how I should do this? Either changes in the matlab part or c# part would be fine for me. Any suggestions are welcome. Thank you very much!

[Chris Morris]

My related question is about capturing MATLAB console output for logging in dotnet (Serilog in my case, but if I can get the console output I can use it)