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/!\ Most users need not follow the instructions on this page. Only GNU/Linux users (and users of old versions of Mac OS X) should be interested in recompiling Dynare from source. Windows and Mac users should rather use a precompiled package. This page explains how to build from source: * Dynare, including preprocessor and MEX files for MATLAB and Octave * Dynare++ * all the associated documentation (PDF and HTML) from source This source can be retrieved in three forms: * using the stable source archive of the latest Dynare version (4.3 at this time) from http://www.dynare.org/download/dynare-4.3/source * using a source snapshot of the unstable version, from http://www.dynare.org/download/dynare-unstable/source-snapshot * with Git, at [[http://www.dynare.org/git/dynare.git]] Note that if you use the Git version, you will need to install more tools (see below). The first section of this page gives general instructions, which apply to all platforms. Then some specific platforms are discussed. <<TableOfContents(1)>> /!\ Here, when we refer to 32-bit or 64-bit, we refer to the type of MATLAB installation, not the type of Windows installation. It is perfectly possible to run a 32-bit MATLAB on a 64-bit Windows: in that case, instructions for Windows 32-bit should be followed. To determine the type of your MATLAB installation, type: {{{ >> computer }}} at the MATLAB prompt: if it returns {{{PCWIN}}}, then you have a 32-bit MATLAB; if it returns {{{PCWIN64}}}, then you have a 64-bit MATLAB. = General instructions = == Prerequisites == A number of tools and libraries are needed in order to recompile everything. You don't necessarily need to install everything, depending on what you want to compile. * A POSIX compliant shell and an implementation of Make (mandatory) * The [[http://gcc.gnu.org/|GNU Compiler Collection]], with gcc, g++ and gfortran (mandatory) * [[http://www.mathworks.com/products/matlab/|MATLAB]] (if you want to compile MEX for MATLAB) * [[http://www.octave.org|GNU Octave]], with the development headers (if you want to compile MEX for Octave) * [[http://www.boost.org|Boost libraries]], version 1.36 or later * [[http://www.gnu.org/software/bison/|Bison]], version 2.3 or later (only if you get the source through Git) * [[http://flex.sourceforge.net/|Flex]], version 2.5.4 or later (only if you get the source through Git) * [[http://www.gnu.org/software/autoconf/|Autoconf]], version 2.62 or later (only if you get the source through Git) * [[http://www.gnu.org/software/automake/|Automake]], version 1.11 (only if you get the source through Git) * [[http://www-cs-faculty.stanford.edu/~knuth/cweb.html|CWEB]], with its tools {{{ctangle}}} and {{{cweave}}} (only if you want to build Dynare++ and get the source through Git) * An implementation of BLAS and LAPACK: either [[http://math-atlas.sourceforge.net/|ATLAS]], [[http://xianyi.github.com/OpenBLAS/|OpenBLAS]], Netlib ([[http://www.netlib.org/blas/|BLAS]], [[http://www.netlib.org/lapack/|LAPACK]]) or [[http://software.intel.com/en-us/intel-mkl/|MKL]] (only if you want to build Dynare++) * An implementation of [[http://en.wikipedia.org/wiki/POSIX_Threads|POSIX Threads]] (optional, for taking advantage of multi-core) * [[http://sourceforge.net/projects/matio/|MAT File I/O library]] (if you want to compile Markov-Switching code or the estimation DLL in unstable) * [[http://www.gnu.org/software/gsl/|GSL library]] (if you want to compile Markov-Switching code) * A decent LaTeX distribution (if you want to compile PDF documentation). The following extra components may be needed: * The Econometrica bibliography style: you need [[http://www.ctan.org/tex-archive/macros/latex/contrib/harvard/|harvard]] and [[http://www.ctan.org/tex-archive/biblio/bibtex/contrib/economic/|economic]] packages from CTAN (only if you want to build Dynare user guide) * [[http://www.tug.org/eplain/|Eplain]] TeX macros (only if you want to build Dynare++ source documentation) * [[http://latex-beamer.sourceforge.net/|Beamer]] (for some PDF presentations) * For building the reference manual: * [[http://www.gnu.org/software/texinfo/|GNU Texinfo]] * [[http://www.nongnu.org/texi2html|Texi2HTML]] and [[http://www.latex2html.org|Latex2HTML]], if you want nice mathematical formulas in HTML output * [[http://www.stack.nl/~dimitri/doxygen/|Doxygen]] (if you want to build Dynare preprocessor source documentation) == Preparing the sources == If you have downloaded the sources from an official source archive or the source snapshot, just unpack it. If you want to use Git, do the following from a terminal: {{{ git clone http://www.dynare.org/git/dynare.git cd dynare autoreconf -s -i }}} The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot). If you are using the unstable version, you need to configure submodules: {{{ git submodule update --init }}} == Configuring the build tree == You just launch the configure script from a terminal: {{{ ./configure }}} If you have MATLAB, you need to indicate both MATLAB location and MATLAB version. For example, on GNU/Linux: {{{ ./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8 }}} Note that MATLAB version can also specified via the MATLAB family product release (R2009a, R2008b, ...). /!\ On MATLAB versions strictly older than 7.1, you need to explicitly give the MEX extension, via {{{MEXEXT}}} variable of the configure script (for example, {{{MEXEXT=dll}}} for Windows with MATLAB < 7.1). Alternatively, you can disable the compilation of MEX files for MATLAB with the {{{--disable-matlab}}} flag, and MEX files for Octave with {{{--disable-octave}}}. You may need to specify additional options to the configure script, see the platform specific instructions below. Note that if you don't want to compile with debugging information, you can specify the CFLAGS and CXXFLAGS variables to configure, such as: {{{ ./configure CFLAGS="-O3" CXXFLAGS="-O3" }}} If you want to give a try to the parallelized versions of some mex files (A_times_B_kronecker_C and sparse_hessian_times_B_kronecker_C used to get the reduced form of the second order approximation of the model) you can add the {{{--enable-openmp}}} flag, for instance: {{{ ./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8 --enable-openmp }}} If the configuration goes well, the script will tell you which components are correctly configured and will be built. == Building == Binaries and Info documentation are built with: {{{ make }}} PDF and HTML documentation are respectively built with: {{{ make pdf make html }}} The testsuites can be run with: {{{ make check }}} = Debian or Ubuntu = All the prerequisites are packaged. If you want to build everything, install the following packages: * {{{build-essential}}} (for gcc, g++ and make) * {{{octave3.2-headers}}} or {{{liboctave-dev}}} (will install ATLAS) * {{{libboost-graph-dev}}} * {{{libgsl0-dev}}} * {{{flex}}} * {{{bison}}} * {{{autoconf}}} * {{{automake}}} * {{{texlive}}} * {{{texlive-publishers}}} (for Econometrica bibliographic style) * {{{texlive-extra-utils}}} (for CWEB) * {{{texlive-formats-extra}}} (for Eplain) * {{{texlive-latex-extra}}} (for fullpage.sty) * {{{latex-beamer}}} * {{{texinfo}}} * {{{texi2html}}}, {{{latex2html}}} * {{{doxygen}}} = Windows = == Setting up the compilation environment == * First, you need to setup a Cygwin environment, following the instructions at [[http://www.cygwin.com]]. You need the following packages: * {{{make}}} * {{{bison}}} * {{{flex}}} * {{{autoconf}}} and {{{autoconf2.5}}} * {{{automake}}} and {{{automake1.11}}} * {{{tetex}}} and {{{tetex-extra}}} * {{{texinfo}}} * {{{doxygen}}} * {{{mingw64-i686-gcc}}}, {{{mingw64-i686-gcc-g++}}}, {{{mingw64-i686-gcc-fortran}}} (if your MATLAB is 32-bit) * {{{mingw64-x86_64-gcc}}}, {{{mingw64-x86_64-gcc-g++}}}, {{{mingw64-x86_64-gcc-fortran}}} (if your MATLAB is 64-bit) * Second, install precompiled librairies for BLAS, LAPACK, Boost and GSL: * If your MATLAB is 32-bit, download [[attachment:dynare-mingw32-libs.zip]], and uncompress it in {{{c:\cygwin\usr\local\mingw-libs}}} * If your MATLAB is 64-bit, download [[attachment:dynare-mingw64-libs.zip]], and uncompress it in {{{c:\cygwin\usr\local\mingw-libs}}} * If you want to compile Dynare for GNU Octave (as a replacement or as a complement to MATLAB), then you need to install Octave. You can either use the Cygwin version of Octave, or the MinGW version of Octave. See below for instructions * Note that Econometrica biliographic style and eplain are not packaged in Cygwin: you need to install them manually if you want to build the corresponding documentation. == Compiling the preprocessor, Dynare++, the MEX for MATLAB and the documentation == Download and uncompress the Dynare source tree, let’s say in {{{c:\cygwin\home\user\dynare}}}. Launch a Cygwin shell, and enter the Dynare source tree: {{{ cd dynare }}} If you retrieved the source from Git, don't forget to do: {{{ autoreconf -i -s }}} Then, configure the package. * If your MATLAB is 32-bit, let's say version R2008b installed in {{{c:\Program Files\MATLAB\R2008b}}} {{{ ./configure --host=i686-w64-mingw32 --with-boost=/usr/local/mingw-libs/boost --with-blas=/usr/local/mingw-libs/blas/blas.a --with-lapack=/usr/local/mingw-libs/lapack/lapack.a --with-gsl=/usr/local/mingw-libs/gsl --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave }}} * If your MATLAB is 64-bit, do the same but replace {{{--host=i686-w64-mingw32}}} by {{{--host=x86_64-w64-mingw32}}} A few remarks: * Note that here we use {{{Progra~1}}} (the 8.3 filename) instead of {{{Program Files}}}. This is because spaces in filenames confuse the configuration scripts. * If you don’t have MATLAB, then drop the {{{--with-matlab}}} and {{{MATLAB_VERSION}}} options * On MATLAB < 7.1, you need to explicitly give the MEX extension, with {{{MEXEXT=dll}}} * On MATLAB >= 7.1, if your MATLAB is 32-bit and your Windows is 64-bit, you need to explicitly give the MEX extension, with {{{MEXEXT=mexw32}}} Then compile everything with: {{{ make all pdf html }}} This should build: * Dynare preprocessor * Dynare MEX files for MATLAB (provided you gave the MATLAB path to configure) * Dynare++ * Part of the documentation == Compiling the MEX for Octave (MinGW package) == Download and run the [[http://www.dynare.org/octave/Octave3.6.1_gcc4.6.2_20120303-setup.exe|the Octave 3.6.1 (MinGW) installer]]. From the Windows Explorer, run the {{{MSYS.bat}}} script located in {{{c:/Octave/3.6.1_gcc4.6.2_20120303/MSYS/}}}. This should open a terminal window. Then you need to adjust the path to include MinGW-DW2 executables and the ATLAS library: {{{ export PATH=$PATH:/c/Octave/3.6.1_gcc4.6.2_20120303/mingw32/bin:/c/Octave/3.6.1_gcc4.6.2_20120303/bin }}} Go to the directory containing Dynare sources for MEX for Octave, do the following (replacing by the right directory): {{{ cd /c/cygwin/home/user/dynare/mex/build/octave }}} Configure and make: {{{ ./configure --with-boost=/c/cygwin/usr/local/mingw-libs/boost --with-gsl=/c/cygwin/usr/local/mingw-libs/gsl LDFLAGS=-L/c/cygwin/usr/local/mingw-libs/matio/lib CPPFLAGS="-I/c/cygwin/usr/local/mingw-libs/matio/include -I/c/Octave/3.6.1_gcc4.6.2_20120303/include -I/c/Octave/3.6.1_gcc4.6.2_20120303/include/octave-3.6.1 -I/c/Octave/3.6.1_gcc4.6.2_20120303/include/octave-3.6.1/octave" make }}} Note for Dynare developers: the CPPFLAGS option above duplicates the output of {{{mkoctfile -p INCFLAGS}}}, which is not correct in this context (it contains {{{c:/}}} type paths instead of {{{/c/}}} type paths) == Compiling the MEX for Octave (Cygwin package) == In addition to those mentionned above, install the following Cygwin packages: * {{{gcc4}}}, {{{gcc4-g++}}}, {{{gcc4-gfortran}}} * {{{octave}}} and {{{octave-devel}}} (will install BLAS and LAPACK) * {{{readline}}} * {{{libhdf5-devel}}} * {{{libfftw3-devel}}} * {{{libboost}}}, {{{libboost-devel}}} * {{{gsl-devel}}} /!\ If you want to use the graphics capabilities of Octave for Cygwin, note that you must also install an X11 server. If you want to compile the MS-SBVAR DLL (and the estimation DLL in Dynare unstable), you also need to install the [[http://sourceforge.net/projects/matio/|MAT File I/O library]]: download the source from the web site, compile and install it with {{{configure --without-zlib && make install}}}. Then from a Cygwin shell, do the following (replacing by the right directory): {{{ cd /home/user/dynare/mex/build/octave ./configure LDFLAGS=-L/usr/local/lib/ make }}} = Mac OS X = == Creating an executable that runs on either 10.5 or 10.6 == You do not need to install BLAS, LAPACK, xsltproc or the GNU Compilers as these come standard with OS X. Further, after installing XCode, you will not need to install Bison, Flex, Autoconf and Automake. To build Dynare on Mac OS X, follow the General Instructions above, modified as described herein. '''NB: Install XCode first.''' * XCode: Install version 3 of XCode from your installation disc. '''NB''' This page (and probably configure scripts need to be updated to work with XCode 4). * gfortran: Install gfortran-42-5646.pkg (or gfortran-42-5649.pkg, depending on the build number associated with your version of gcc) from [[http://r.research.att.com/tools/|AT&T's R Research site]]. The link is found under the "Alternative and experimental tools" section. NB: This may cease to work with a newer version of XCode > 3.2.1, at which point you will need to find a new source for gfortran. * Octave: Install the latest [[http://sourceforge.net/projects/octave/files/Octave%20MacOSX%20Binary|Mac Os X binary]] and add {{{/Applications/Octave.app/Contents/Resources/bin}}} to your search path. Next, open {{{/Applications/Octave.app/Contents/Resources/bin/mkoctfile-3.2.3}}} with your favorite text editor. After the line that reads {{{ # along with this program; If not, see <http://www.gnu.org/licenses/> }}} add the following lines: {{{ CFLAGS="-m32 ${CFLAGS}" FFLAGS="-m32 ${FFLAGS}" CPPFLAGS="-m32 ${CPPFLAGS}" CXXFLAGS="-m32 ${CXXFLAGS}" LDFLAGS="-m32 ${LDFLAGS}" }}} If the above does not work for your version of gcc, try replacing {{{-m32}}} with {{{-arch i386}}} in the above lines. * Boost: copy the Boost Library to {{{/usr/local/include/boost/}}}, maintaining the directory hierarchy found in the downloaded file * LaTeX Distribution: Download and install [[http://www.tug.org/mactex/|MacTeX]] * DBLaTeX (version >=0.3): This can be obtained either through Fink or from the [[http://sourceforge.net/projects/dblatex/files/|DBLaTeX]] site, installed via the instructions available [[http://dblatex.sourceforge.net/html/manual/ch02s02.html#id3316615|here]]. Further, it requires the additional installation of [[http://www.linuxfromscratch.org/blfs/view/svn/pst/DocBook.html|DocBook XML DTD]]. For the !DocBook installation, replace the {{{chown}}} command from the website's installation inscructions with {{{ sudo chown -R root:wheel * }}} * Doxygen: download the [[http://www.stack.nl/~dimitri/doxygen/download.html#latestsrc|Doxygen binary distribution for Mac]], install the package and place {{{/Applications/Doxygen.app/Contents/Resources/}}} in your search path * Matlab: Call the configure script with the options {{{--with-matlab=/Applications/MatlabR2010a/MATLAB_R2010a.app/ MATLAB_VERSION=7.10}}}, adjusting the path and version passed to match those of your local Matlab installation. * If building dynare++, call the configure script with the linker option {{{CFLAGS='-arch i386' CXXFLAGS='-arch i386' FFLAGS='-arch i386' LDFLAGS='-arch i386 -framework Accelerate'}}} to link to the BLAS and LAPACK libraries. * To build for 64-bit enabled machines / Matlab configurations, try {{{./configure FFLAGS='-arch x86_64' LDFLAGS='-framework Accelerate' --with-matlab=/Applications/MATLAB_R2010b.app/ MATLAB_VERSION=7.11}}}. == Creating an executable that runs on both 10.5 and 10.6 == In order to create executables that run on both 10.5 & 10.6, one must slightly modify the build process. This is because OS X does not provide a fortran compiler. Hence, unless you recompile a fortran compiler against both the 10.5 and 10.6 SDKs, the configure script will fail when it checks for the presence of the blas and lapack libraries. To modify the build system, follow these steps: 1. In {{{m4/ax_blas.m4}}}, comment out the following lines {{{ AC_REQUIRE([AC_F77_LIBRARY_LDFLAGS]) AC_F77_FUNC(sgemm) AC_F77_FUNC(dgemm) }}} and replace {{{AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes], [BLAS_LIBS=""])}}} with {{{ax_blas_ok=yes}}} 1. In {{{m4/ax_lapack.m4}}}, comment out {{{AC_F77_FUNC(cheev)}}} and replace {{{AC_TRY_LINK_FUNC($cheev, [ax_lapack_ok=yes], [LAPACK_LIBS=""])}}} with {{{ax_lapack_ok=yes}}} 1. In both {{{mex/build/matlab/configure.ac}}} and {{{mex/build/octave/configure.ac}}}, move {{{AC_PROG_CC}}} above {{{AC_PROG_F77}}} 1. run {{{autoreconf -s -i}}} 1. run {{{./configure CFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' FFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' CPPFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' CXXFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' LDFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' BLAS_LIBS='-framework Accelerate' LAPACK_LIBS='-framework Accelerate'}}} == Building Dynare on OS X 10.7 (and probably earlier) == 1. Install [[http://developer.apple.com/xcode/|Xcode]] from the App Store 1. Install [[http://mxcl.github.com/homebrew/|homebrew]] with {{{/usr/bin/ruby -e "$(curl -fsSL https://raw.github.com/gist/323731)"}}} * Install the following brews: {{{ brew install gsl brew install texinfo brew install boost brew install doxygen brew install autoconf brew install xz }}} 1. Install gcc-42-5666.3-darwin11.pkg from [[http://r.research.att.com/tools/|AT&T]] 1. Install the latest version of [[http://www.tug.org/mactex/|MacTeX]] 1. Install [[http://www.gnu.org/software/automake/|Automake]] 1.11.5 (not 1.12 or later) 1. Ensure {{{/usr/local/bin}}} is in your search path. For bash: {{{PATH=${PATH}:/usr/local/bin}}} 1. To create the makefiles, run {{{./configure --with-matlab=/Applications/MATLAB_R2011b.app MATLAB_VERSION=7.13 --with-gsl=/usr/local/Cellar/gsl/1.15}}}, adjusting the Matlab path/version to correspond with yours === Building Octave mex files on 10.7 === 1. Install the latest version of [[http://sourceforge.net/projects/octave/files/Octave%20MacOSX%20Binary/|Octave]] 1. Create an alias for octave and add the Octave bin directory to your path. For bash: {{{ alias octave='/Applications/Octave.app/Contents/Resources/bin/octave' PATH=${PATH}:/Applications/Octave.app/Contents/Resources/bin }}} 1. Download the [[http://sourceforge.net/projects/matio/|MAT File I/O library]] and do the following from the Terminal prompt: {{{ tar zxvf matio-1.3.4.tar.gz cd matio-1.3.4/ ./configure CFLAGS='-arch i386' CXXFLAGS='-arch i386' FFLAGS='-arch i386' LDFLAGS='-arch i386' --without-zlib && make install }}} 1. Then change directories to the {{{mex/build/octave}}} Dynare subdirectory (i.e. from the root dynare directory) and configure it with {{{ ./configure CFLAGS='-arch i386' CXXFLAGS='-arch i386' FFLAGS='-arch i386' LDFLAGS='-arch i386 -L/usr/local/lib/' }}} == Building Dynare on OS X 10.8 == 1. Install Xcode from the App Store 1. Install the Xcode Common Tools: 1. Open Xcode 1. Go to {{{Xcode->Preferences...}}} 1. In the window that opens, click on the {{{Downloads}}} tab 1. Next to {{{Command Line Tools}}}, click on {{{Install}}} 1. Instead of doing all of that, you can also download them and install them directly from the Apple Developer site: [[https://developer.apple.com/downloads/index.action|Xcode Common Tools]] from Apple Developer site 1. Create a {{{/usr/local}}} directory and change the owner to be {{{$USER}}} and the group to be {{{staff}}} 1. Install [[http://mxcl.github.com/homebrew/|homebrew]] with {{{/usr/bin/ruby -e "$(curl -fsSL https://raw.github.com/gist/323731)"}}} * Install the following brews: {{{ brew install gsl brew install texinfo brew install boost brew install doxygen brew install autoconf brew install xz brew install gfortran }}} 1. Install [[http://www.gnu.org/software/automake/|Automake]] 1.11.* (not 1.12 or later) |
/!\ THIS PAGE IS OBSOLETE. The up-to-date instructions for building Dynare from the source code is contained in the [[https://github.com/DynareTeam/dynare/blob/master/README.md|README.md]] file in the Dynare root directory. |
![/!\](/moin_static199/modern/img/alert.png "/!\"){kind=small}
THIS PAGE IS OBSOLETE. The up-to-date instructions for building Dynare from the source code is contained in the README.md file in the Dynare root directory.