/!\ 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:

This source can be retrieved in three forms:

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.

/!\ 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.

1. General instructions

1.1. 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.

1.2. 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

1.3. 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.

1.4. 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

2. Debian or Ubuntu

All the prerequisites are packaged.

The easiest way to install the pre-requisites in Debian is to use Debian's dynare package and do:

apt-get build-dep dynare

Alternatively, if you want to build everything, manually install the following packages:

3. Fedora

4. Windows

The following instructions are compatible with MATLAB or with Octave/MinGW (as downloadable here).

4.1. Setting up the compilation environment

4.2. 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.

./configure --host=i686-w64-mingw32 --with-boost=/usr/local/lib/mingw32/boost --with-blas=/usr/local/lib/mingw32/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw32/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

./configure --host=x86_64-w64-mingw32 --with-boost=/usr/local/lib/mingw64/boost --with-blas=/usr/local/lib/mingw64/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw64/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw64/gsl --with-matio=/usr/local/lib/mingw64/matio --with-slicot=/usr/local/lib/mingw64/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

A few remarks:

Then compile everything with:

make all pdf html

This should build:

4.3. Compiling the MEX for Octave (MinGW package)

Launch a Cygwin shell, and enter the Dynare source tree for Octave MEX:

cd dynare/mex/build/octave

Configure and make:

./configure MKOCTFILE=/usr/local/lib/mingw32/mkoctfile-win --with-boost=/usr/local/lib/mingw32/boost --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot-underscore
make

5. Mac OS X

5.1. 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.

5.2. 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

  2. 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

  3. In both mex/build/matlab/configure.ac and mex/build/octave/configure.ac, move AC_PROG_CC above AC_PROG_F77

  4. run autoreconf -s -i

  5. 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'

5.3. Building Dynare on OS X 10.7 & 10.8

  1. Install the Xcode Common Tools in one of two ways:
    1. Through Xcode (easier)
      1. Install Xcode from the App Store

      2. Open Xcode
      3. Go to Xcode->Preferences...

      4. In the window that opens, click on the Downloads tab

      5. Next to Command Line Tools, click on Install

  2. Download MacOSX10.6.sdk.zip and unzip it in /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs. Change the owner to be root and the group to be wheel

  3. Install Homebrew

  4. Follow these Simple Installation Instructions to install Octave (if desired)

  5. Install the following brews:
    • brew install automake
      brew install xz
      brew install gsl
      brew install boost
      brew install doxygen
      brew install gfortran
      brew install --HEAD netpbm
      brew install latex2html
      brew install --with-hdf5 libmatio
      brew install graphicsmagick
      brew install slicot --with-default-integer-8
  6. Install the latest version of MacTeX

  7. On 10.7 only: copy FlexLexer.h into the preprocessor directory (there was an error in the FlexLexer.h file distributed with 10.7)

  8. Finally, switch to the root dynare directory. Ensure your path contains /usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/opt/X11/bin:/usr/texbin:/usr/local/sbin. Run:

    1. autoconf -si

    2. ./configure --with-matlab=/Applications/MATLAB_R2012b.app MATLAB_VERSION=8.0