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 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:
```
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:\Documents and Settings\<User name>\Application Data\MathWorks\MATLAB\<release number>\.
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