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/!\ Most users need not follow the instructions on this page. Only 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 (unstable version), 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 (4.1 at this time) from http://www.dynare.org/download/dynare-4.1/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.

For Windows users, there is no pareto-optimum between MinGW and Cygwin, it depends on what you want to do:
 * MinGW is simpler to setup if you just want to quickly compile the binaries,
 * Cygwin is recommended for those who update through Git, or who want to build documentation.

= 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 1.34 or later. Actually only the Graph library is needed. (mandatory)
 * [[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 2.61 or later (only if you get the source through Git)
 * [[http://www.gnu.org/software/automake/|Automake]] (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]], 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]] (only if you want to build Dynare++)
 * 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)
 * [[http://dblatex.sourceforge.net/|DBLaTeX]] (if you want to build Dynare reference manual in PDF)
 * [[http://xmlsoft.org/XSLT/xsltproc2.html|xsltproc]] and [[http://wiki.docbook.org/topic/DocBookXslStylesheets|DocBook XSL Stylesheets]] (if you want to build Dynare reference manual in HTML)
 * [[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).

== 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 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 the configuration goes well, the script will tell you which components are correctly configured and will be built.

== Building ==

Binaries 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 {{{octave3.0-headers}}} (will install ATLAS)
 * {{{libboost-graph1.40-dev}}}, {{{libboost-graph1.39-dev}}}, {{{libboost-graph1.38-dev}}}, {{{libboost-graph1.37-dev}}}, {{{libboost-graph1.35-dev}}} or {{{libboost-graph-dev}}}
 * {{{flex}}}
 * {{{bison}}}
 * {{{autoconf}}}
 * {{{automake}}}
 * {{{texlive}}}
 * {{{texlive-publishers}}} (for Econometrica bibliographic style)
 * {{{texlive-extra-utils}}} (for CWEB)
 * {{{texlive-formats-extra}}} (for Eplain)
 * {{{latex-beamer}}}
 * {{{dblatex}}}
 * {{{xsltproc}}}
 * {{{docbook-xsl}}}
 * {{{doxygen}}}

= Windows 32-bit, using MinGW =

== Requirements ==

 * Install the [[http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=287261|Octave MinGW installer]]. Pick the latest version in the 3.2.x series (3.2.4 at the time of this writing). In the remaining of this section it is assumed that you installed Octave this way, in {{{c:/Octave/3.2.4_gcc-4.4.0/}}}
 * Install the latest build for [[http://tdm-gcc.tdragon.net/|Twilight Dragon Media GCC]], using the bundle installer. Take care of installing the compilers with SJLJ exception handling, and to include the C++ and Fortran compilers. In the following, we assume that the installation directory is {{{c:\MinGW32-TDM}}}
 * Download Boost sources (from [[http://www.boost.org]]) and uncompress them in your home in the MSYS which come with Octave (let's say they are located in {{{c:/Octave/3.2.4_gcc-4.4.0/MSYS/home/user/boost_1_43_0}}}, where {{{user}}} is your login name)
 * Download Dynare sources from the website (either the stable source archive or the source snapshot). Using Git is not recommended with MinGW, since you will not have all the necessary tools to rebuild some sources. Uncompress Dynare sources in your MinGW home (let's say {{{c:/Octave/3.2.4_gcc-4.4.0/MSYS/home/user/dynare}}})

== Compile the preprocessor, Dynare++, and the MEX for MATLAB ==

From the Windows Explorer, run the {{{MSYS.bat}}} script located in {{{c:/Octave/3.2.4_gcc-4.4.0/MSYS/}}}. This should open a terminal window.

Then you need to adjust the path to include MinGW-TDM executables and ATLAS libraries:
{{{
export PATH=$PATH:/c/MinGW-TDM/bin:/c/Octave/3.2.4_gcc-4.4.0/bin
}}}

Go to the directory containing Dynare sources:
{{{
cd dynare
}}}

If you don't have MATLAB:
{{{
./configure CPPFLAGS="-I/home/user/boost_1_43_0" LDFLAGS="-L/c/Octave/3.2.4_gcc-4.4.0/lib" --disable-octave
}}}

If you have MATLAB, let's say version R2009a installed in {{{c:/Program Files/MATLAB/R2009a}}}, do:
{{{
./configure --with-matlab=/c/Progra~1/MATLAB/R2009a MATLAB_VERSION=R2009a CPPFLAGS="-I/home/user/boost_1_43_0" LDFLAGS="-L/c/Octave/3.2.4_gcc-4.4.0/lib" --disable-octave
}}}

/!\ 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.

/!\ 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 the preprocessor, Dynare++ (and possibly the MEX for MATLAB) with:
{{{
make
}}}

== Compiling the MEX for Octave ==

Close the terminal window, and open a new one.

Then you need to adjust the path to include MinGW-dw2 executables and ATLAS libraries:
{{{
export PATH=$PATH:/c/Octave/3.2.4_gcc-4.4.0/mingw32/bin:/c/Octave/3.2.4_gcc-4.4.0/bin
}}}

Go to the directory containing Dynare sources for MEX for Octave:
{{{
cd dynare/mex/build/octave
}}}

Configure and make
{{{
./configure CPPFLAGS="-I/home/user/boost_1_43_0" LDFLAGS="-L/c/Octave/3.2.4_gcc-4.4.0/lib" --without-pthread
make
}}}

/!\ POSIX threads are disabled because shipping {{{pthreadGC2.dll}}} along the MEX files is a problem for Octave (it doesn't seem to see it even if it is in the same directory than the MEX). But it one really wants them, it works for Dynare++ and MEX for MATLAB.

= Windows 32-bit, using Cygwin =

/!\ The following applies to Cygwin version 1.7 or later

First, you need to setup a Cygwin environment, following the instructions at [[http://www.cygwin.com]].

Then, install the following packages:
 * {{{make}}}
 * {{{gcc}}}, {{{gcc-g++}}}
 * {{{gcc-mingw}}}, {{{gcc-mingw-g++}}}
 * {{{gcc4}}}, {{{gcc4-g++}}} and {{{gcc4-gfortran}}}
 * {{{bison}}}
 * {{{flex}}}
 * {{{autoconf}}} and {{{autoconf2.5}}}
 * {{{automake}}} and {{{automake1.11}}}
 * {{{octave}}} and {{{octave-devel}}} (will install BLAS and LAPACK)
 * {{{readline}}}
 * {{{libhdf5-devel}}}
 * {{{tetex}}} and {{{tetex-extra}}}
 * {{{libxslt}}} (for xsltproc)
 * {{{docbook-xsl}}}
 * {{{doxygen}}}

/!\ If you want to use the graphics capabilities of Octave, note that you must also install an X11 server.

The version of Boost included with Cygwin is too old. You need to download a more recent version (1.41 at the time of this writing), on [[http://www.boost.org]].

Then uncompress the Boost sources somewhere, let's say in {{{/home/user}}}:
{{{
tar xvjf boost_1_41_0.tar.bz2
}}}
Note that you don't need to compile any Boost libraries; Dynare only make use of the headers.

Also note that dblatex, Econometrica biliographic style and eplain are not packaged in Cygwin: you need to install them manually if you want to build the corresponding documentation.

Now, go to the Dynare source tree from a Cygwin shell.

If you retrieved the source from Git, don't forget to do:
{{{
autoreconf -i -s
}}}

Then, configure the package.

If you don't have MATLAB, do:
{{{
./configure CPPFLAGS="-I/home/user/boost_1_41_0"
}}}

If you have MATLAB, let's say version R2009a installed in {{{c:/Program Files/MATLAB/R2009a}}}, do:
{{{
./configure --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2009a MATLAB_VERSION=R2009a CPPFLAGS="-I/home/user/boost_1_41_0"
}}}

/!\ 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.

/!\ 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
make pdf
make html
}}}

This should build:
 * Dynare preprocessor
 * Dynare MEX files for Octave (for use with the Octave version bundled with Cygwin)
 * Dynare MEX files for MATLAB (provided you gave the MATLAB path to configure)
 * Dynare++
 * Part of the documentation

/!\ In order to be able to run Dynare from MATLAB, you need to tell MATLAB where to find the Cygwin DLL. More precisely, you need to add {{{c:\cygwin\bin}}} to your execution path, otherwise Dynare will fail to run the preprocessor. There are two ways of doing it:
 * Locally from MATLAB, only for one session, by typing the following at MATLAB prompt:
{{{
>> setenv('PATH', [ getenv('PATH') ';c:\cygwin\bin' ])
}}}
 * Globally and once, by changing the global Windows settings. Go to the configuration panel, then in "System", then in "Advanced settings" tab, then "Environment Variables", and modify the variable {{{PATH}}} by adding {{{;c:\cygwin\bin}}} at the end of it (the semicolon is the separator)

= Windows 64-bit =

Compiling the preprocessor, the MEX files for Octave and the documentation are done the same way as you would for Windows 32-bit (a 32-bit preprocessor binary is fine, and Octave distributions are all 32-bit at this time). Follow the instructions for Cygwin or MinGW (whichever you prefer), without specifying MATLAB to the configure script, i.e. using the {{{--disable-matlab}}} flag.

Then you need to compile the MEX files for MATLAB, which must be 64-bit. There exists a MinGW for 64-bit platforms, but at this time it is unfortunately unable to link with MATLAB libraries. So the solution is to use Microsoft Visual Studio C++ (freely available).

For the installation, please follow the instructions given on ConfigureMatlabWindowsForMexCompilation for Microsoft Visual C++.

Then compile the MEX files by launching the script {{{build_matlab.m}}} available in {{{mex/sources}}} subdirectory of Dynare installation.

= 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 the latest version of [[http://developer.apple.com/technology/Xcode.html|Xcode]].
 * 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. Add the following lines to the {{{/Applications/Octave.app/Contents/Resources/bin/mkoctfile-3.2.3}}} file after the {{{set -e}}} statement at the top of the file
 {{{
CFLAGS="-arch i386 ${CFLAGS}"
FFLAGS="-arch i386 ${FFLAGS}"
CPPFLAGS="-arch i386 ${CPPFLAGS}"
CXXFLAGS="-arch i386 ${CXXFLAGS}"
LDFLAGS="-arch i386 ${LDFLAGS}"
 }}} If you're using GCC4.5 as opposed to the default OS X version of GCC4.2.1, replace {{{-arch i386}}} above with {{{-m32}}}.

 * 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 >=0.2.12): 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 CFLAGS='-arch x86_64' CXXFLAGS='-arch x86_64' FFLAGS='-arch x86_64' LDFLAGS='-framework Accelerate' --with-matlab=/Applications/MATLAB_R2009b.app/ MATLAB_VERSION=7.9}}}.

== 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. 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' CPFLAGS='-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'}}}
/!\ 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.

/!\ 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.

DynareWiki: BuildingDynareFromSource (last edited 2013-06-19 16:52:12 by HoutanBastani)