Hi,
I have updated the wiki page about the compilation of Dynare under Windows [1].
The new procedure is simpler, and has several improvements over the previous one :
— The Markov-Switching (SWZ) MEX can now be built
— Under Cygwin, the preprocessor binary no longer needs Cygwin DLL in the path
— Possibility of compiling MEX files for 64-bit MATLAB with GCC and the build system (previously, it was necessary to have MS Visual C++)
— Possibility of cross-compiling from Linux (not documented on the wiki). Hence, the snapshot is fully rebuilt (including MEX files) every night. Also note that the snapshot is now a Windows installer, similar to the one used for stable releases.
Two problems remain, which I hope to fix soon :
— Dynare++ binary is currently built with vanilla BLAS and LAPACK (instead of ATLAS)
— Under MATLAB 64-bit, the mexErrMsgTxt() makes MATLAB crash. This is related to C++ exception propagation, which seems to have a problem in MinGW 64-bit. Hence if you call the MEX files without arguments, you will have a MATLAB crash. But running an error-free MOD-file works fine.
Please let me know if you encounter any problem with the new procedure.
Best,
[1] http://www.dynare.org/DynareWiki/BuildingDynareFromSource