This is how you could do declare it in C++ to be usable by C# (see p/invoke tutorials):

extern "C" {
    __declspec( dllexport ) void STDMETHODCALLTYPE Go(float* pMatrix);

    void Go(float* pMatrix) {
       // do your stuff here. assume the matrix has 16 elements
    }
}

and in C#:

[DllImport("myDll.dll")]
public static extern void Go(float[] matrix);

Sample C# code:

Matrix m = myMatrix;
Go(m.ToArray());

EDIT: if you use a C++/CLI managed assembly, then you could declare the function like this:

using namespace System;

public ref class Class1
{
    public:

        void Go(array<float> ^ pFloat)
        {
            ... 
        }
    };