Short story:

- the MatIO library is now needed to compile Dynare++ and the k-order DLL (only in master)

- the SLICOT library is now needed to compile the kalman steady state DLL (in both master and 4.3)

Long story:

* About MatIO

Dynare++ used to have its own engine for generating MAT-files. It was in fact reinventing the wheel, since there is the MatIO library for doing that, and we were already using that library for the estimation DLL. So I changed the Dynare++ source code to remove its own MAT-engine and use the MatIO library. This results in a smaller and more maintainable code.

* About SLICOT (www.slicot.org)

This library is used by the kalman steady state DLL. We used to have an embedded copy of SLICOT in our git. The copy was outdated, and it is anyways bad practice to embed code that is not our own and that we don't maintain. Hence I removed the embedded copy and make the build system depend on an external binary. Here are platform-specific instructions for those who compile from source:

- for Debian: you need to install libslicot-dev and libslicot-pic. I uploaded these packages to the official Debian unstable/sid repository. For Debian testing/wheezy and stable/squeeze, I uploaded backports to our custom repository on www.dynare.org

- for Windows: I updated the ZIP files attached to the BuildingDynareFromSource page on the wiki

- for MacOS: still to be done