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With Dynare, you need a working MEX compilation environment in two cases:
 * you need to recompile Dynare MEX files, without using Dynare build system
 * you want to use the {{{USE_DLL}}} option of {{{model}}}, or the {{{k_order_solver}}} option of {{{stoch_simul}}} (with Dynare 4.1 only). In that case, you need to tell Dynare which compiler you are using:
   * if you are using Cygwin, type at the MATLAB prompt:
   {{{		 With Dynare, you need a working MEX compilation environment if you want to use the {{{USE_DLL}}} option of {{{model}}}. In that case, you need to tell Dynare which compiler you are using:
 * if you are using Cygwin, type at the MATLAB prompt:
{{{
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   }}}
   * if you are using Microsoft Visual C++:
   {{{		 }}}
 * if you are using Microsoft Visual C++:
{{{
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   }}} }}}
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 * Rename the configuration file to {{{mexopts.bat}}}, and copy it to {{{c:\Documents and Settings\<User name>\Application Data\MathWorks\MATLAB\<release number>\}}}.  * Rename the configuration file to {{{mexopts.bat}}}, and copy it to {{{c:\Users\<User name>\Application Data\MathWorks\MATLAB\<release number>\}}} (or {{{c:\Documents and Settings\<User name>\Application Data\MathWorks\MATLAB\<release number>\}}} under Windows XP).
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 * Install Visual C++ 2008 Express Edition, downloadable at http://www.microsoft.com/express/Downloads/#Visual_Studio_2008_Express_Downloads  * Install Microsoft Windows SDK from [[https://www.microsoft.com/en-US/Download/details.aspx?id=8279|Microsoft Website]]
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 * For users of MATLAB 64-bit, please follow [[http://www.mathworks.fr/support/solutions/en/data/1-6IJJ3L/index.html?solution=1-6IJJ3L|these instructions]] for finishing the installation
= Configuring MATLAB releases before R2010a with Microsoft Visual C++ (MSVC) =

Earlier versions of Matlab before R2010a do not support Visual Studio 2010:
 * For Matlab 2010a there is a patch available at http://www.mathworks.de/support/solutions/en/data/1-D5W493/?solution=1-D5W493.
 * For versions before 2010a, use Visual C++ 2008 Express Edition, downloadable at http://www.microsoft.com/visualstudio/en-us/products/2008-editions/express.
 * For users of MATLAB 64-bit releases before R2010a, please follow [[http://www.mathworks.fr/support/solutions/en/data/1-6IJJ3L/index.html?solution=1-6IJJ3L|these instructions]] for finishing the installation.

This page briefly documents how to configure MATLAB for Windows when a MEX compilation environment is required. Under Linux and MacOS, this configuration step is not necessary, because these operating systems already come with a working compilation environment (using gcc).

Two compilers are currently supported: GNU C compiler (gcc) from Cygwin, and Microsoft Visual C++ (MSVC).

With Dynare, you need a working MEX compilation environment if you want to use the USE_DLL option of model. In that case, you need to tell Dynare which compiler you are using:

  • if you are using Cygwin, type at the MATLAB prompt: 

dynare modfilename cygwin
  • if you are using Microsoft Visual C++: 

dynare modfilename msvc

Configuring MATLAB with GNU C compiler (gcc) from Cygwin

  • Install a Cygwin environment (see http://www.cygwin.com). If your MATLAB is 32-bit, you need the "mingw64-i686-gcc" package. If your MATLAB is 64-bit, you need the "mingw64-x86_64-gcc" package.

  • The configuration file is called mexopts-win32.bat for MATLAB 32-bit, and mexopts-win64.bat for MATLAB 64-bit (these files are also distributed in recent packages of Dynare)

  • Rename the configuration file to mexopts.bat, and copy it to c:\Users\<User name>\Application Data\MathWorks\MATLAB\<release number>\ (or c:\Documents and Settings\<User name>\Application Data\MathWorks\MATLAB\<release number>\ under Windows XP).

  • Note that if you installed Cygwin in a non-standard directory (i.e. elsewhere than C:\CYGWIN), you need to edit the mexopts.bat and change the set PATH=... line accordingly.

Configuring MATLAB with Microsoft Visual C++ (MSVC)

The following should work with recent versions of MATLAB:

  • Install Microsoft Windows SDK from Microsoft Website

  • At MATLAB prompt, type mex -setup; it should autodetect MSVC, and let you select it

Configuring MATLAB releases before R2010a with Microsoft Visual C++ (MSVC)

Earlier versions of Matlab before R2010a do not support Visual Studio 2010:

DynareWiki: ConfigureMatlabWindowsForMexCompilation (last edited 2016-10-15 12:21:08 by JohannesPfeifer)