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 g++).

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

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. 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

For MATLAB 64-bit, the only supported compiler is MSVC

Configuring MATLAB with GNU C++ compiler (g++) from Cygwin

• Install a Cygwin environment (see http://www.cygwin.com). You need at least the following packages: gcc, gcc-g++, gcc-mingw, gcc-mingw-g++

• Copy the file mexopts.bat in c:\Documents and Settings\<User name>\Application Data\MathWorks\MATLAB\<release number>\. This file comes with your Dynare installation (in c:\dynare\<Dynare version>). If you don't have it in your distribution, you can pick it here in the Git repository.

• 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 Visual C++ 2008 Express Edition, downloadable at http://www.microsoft.com/express/Downloads/#Visual_Studio_2008_Express_Downloads

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

• For users of MATLAB 64-bit, please follow these instructions for finishing the installation