In MATLAB, I have a matrix map_data associated with referencing object R (both in this MAT-file). I want to map it with a discrete colorbar given an irregular range of values to look something like this:

I would like to use geoshow() or something similar that allows me to reproject at will and to overlay shapefiles on top of the raster. But really anything that gets me on the right track would be much appreciated.
I'm using MATLAB r2014b. Here is the relevant information for the colormap:
R G B
0 <= map_data < 0.001 204 204 204
0.001 <= map_data < 0.005 153 153 153
0.005 <= map_data < 0.01 255 255 178
0.01 <= map_data < 0.05 254 204 92
0.05 <= map_data < 0.1 253 141 60
0.1 <= map_data < 0.25 240 59 32
0.25 <= map_data < 0.5 189 0 38
0.5 <= map_data < 1 0 0 0
Cross-posted at MATLAB answers.
MATLAB only has built-in support for linear colormaps. Therefore for nonlinear mappings like this one, you need to transform the values of map_data so that the changes in color are evenly spaced. For a discrete colormap like this one, integer indices are ideal, and you can get them easily using histc:
ranges = [0 0.001 0.005 0.01 0.05 0.1 0.25 0.5 1];
[~,ind] = histc(map_data,ranges);
Use the indices in ind in lieu of the values in map_data as your color data, and then all you need is to apply the specified colors as a colormap. Where you need to label the true map_data values on your colorbar, manually relabel the YTickLabel of the corresponding colorbar.
I don't have the mapping toolbox to demonstrate this with geoshow, but displaying as a straightforward image works as follows:
image(ind)
axis equal tight
set(gca,'YDir','normal')
colormap([204 204 204
153 153 153
255 255 178
254 204 92
253 141 60
240 59 32
189 0 38
0 0 0]/255);
h = colorbar;
h.YTickLabel = edges(h.YTick)*100;
Which results in the following:

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