The strong-weak coupling nature of the holographic duality is what makes it interesting but at the same time difficult to check, as in general we do not know how to calculate at strong coupling in QFT. Supersymmetric theories constitute notable exceptions. I will describe how supersymmetric localization, in conjunction with matrix-model techniques, can be used to probe the gauge/string duality, using N=4 and N=2* theories as prime examples.