diff --git a/license.txt b/license.txt
index 7a5a54ef2d3457847a0d314920772f298a1b174f..1d1eee5f52c9901a85d8c3cefe86fcb0a06ec0b1 100644
--- a/license.txt
+++ b/license.txt
@@ -305,16 +305,3 @@ License: GPL-2+ with special Autoconf exception
configuration script generated by GNU Autoconf, you may include
it under the same distribution terms that you use for the rest
of that program.
-
-Files: m4/gsl.m4
-Copyright: 2000, Christopher R. Gabriel <cgabriel@linux.it>
-License: GPL-3+
- GSL is free software, you can redistribute it and/or modify it under
- the terms of the GNU General Public License.
- .
- The GNU General Public License does not permit this software to be
- redistributed in proprietary programs.
- .
- This library is distributed in the hope that it will be useful, but
- WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
diff --git a/m4/ax_gsl.m4 b/m4/ax_gsl.m4
new file mode 100644
index 0000000000000000000000000000000000000000..314d162d7b658d378a8d0a4f10027dbe2aec3c2a
--- /dev/null
+++ b/m4/ax_gsl.m4
@@ -0,0 +1,66 @@
+dnl Detect the GSL.
+dnl We don't use the official M4 macro since it relies on the script gsl-config,
+dnl which does not work when cross-compiling.
+dnl
+dnl Copyright (C) 2010 Dynare Team
+dnl
+dnl This file is part of Dynare.
+dnl
+dnl Dynare is free software: you can redistribute it and/or modify
+dnl it under the terms of the GNU General Public License as published by
+dnl the Free Software Foundation, either version 3 of the License, or
+dnl (at your option) any later version.
+dnl
+dnl Dynare is distributed in the hope that it will be useful,
+dnl but WITHOUT ANY WARRANTY; without even the implied warranty of
+dnl MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+dnl GNU General Public License for more details.
+dnl
+dnl You should have received a copy of the GNU General Public License
+dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+AC_DEFUN([AX_GSL],
+[
+AC_ARG_WITH(gsl, AC_HELP_STRING([--with-gsl=DIR], [prefix to GSL installation]),
+ gsl_prefix="$withval", gsl_prefix="")
+
+ has_gsl=yes
+
+ if test "x$gsl_prefix" != "x"; then
+ GSL_CPPFLAGS="-I$withval/include"
+ GSL_LDFLAGS="-L$withval/lib"
+ else
+ GSL_CPPFLAGS=""
+ GSL_LDFLAGS=""
+ fi
+
+ ac_save_CPPFLAGS="$CPPFLAGS"
+ ac_save_LDFLAGS="$LDFLAGS"
+ ac_save_LIBS="$LIBS"
+
+ LIBS=""
+ CPPFLAGS="$CPPFLAGS $GSL_CPPFLAGS"
+ LDFLAGS="$LDFLAGS $GSL_LDFLAGS"
+
+ AC_LANG_PUSH(C)
+ AC_CHECK_HEADER([gsl/gsl_cdf.h], [], [has_gsl=no])
+ AC_LANG_POP(C)
+
+ AC_CHECK_LIB([m], [cos])
+ AC_CHECK_LIB([gslcblas], [cblas_dgemm], [LIBS="-lgslcblas $LIBS"], [has_gsl=no])
+ AC_CHECK_LIB([gsl], [gsl_cdf_ugaussian_P], [LIBS="-lgsl $LIBS"], [has_gsl=no])
+
+ if test "x$has_gsl" = "xyes"; then
+ GSL_LIBS="$LIBS"
+ else
+ GSL_LIBS=""
+ fi
+
+ CPPFLAGS="$ac_save_CPPFLAGS"
+ LDFLAGS="$ac_save_LDFLAGS"
+ LIBS="$ac_save_LIBS"
+
+ AC_SUBST(GSL_CPPFLAGS)
+ AC_SUBST(GSL_LDFLAGS)
+ AC_SUBST(GSL_LIBS)
+])
diff --git a/m4/gsl.m4 b/m4/gsl.m4
deleted file mode 100644
index fc7fb44294abe842141bf3bfd1e2beb2e9736d78..0000000000000000000000000000000000000000
--- a/m4/gsl.m4
+++ /dev/null
@@ -1,162 +0,0 @@
-# Configure path for the GNU Scientific Library
-# Christopher R. Gabriel <cgabriel@linux.it>, April 2000
-
-
-AC_DEFUN([AX_PATH_GSL],
-[
-AC_ARG_WITH(gsl-prefix,[ --with-gsl-prefix=PFX Prefix where GSL is installed (optional)],
- gsl_prefix="$withval", gsl_prefix="")
-AC_ARG_WITH(gsl-exec-prefix,[ --with-gsl-exec-prefix=PFX Exec prefix where GSL is installed (optional)],
- gsl_exec_prefix="$withval", gsl_exec_prefix="")
-AC_ARG_ENABLE(gsltest, [ --disable-gsltest Do not try to compile and run a test GSL program],
- , enable_gsltest=yes)
-
- if test "x${GSL_CONFIG+set}" != xset ; then
- if test "x$gsl_prefix" != x ; then
- GSL_CONFIG="$gsl_prefix/bin/gsl-config"
- fi
- if test "x$gsl_exec_prefix" != x ; then
- GSL_CONFIG="$gsl_exec_prefix/bin/gsl-config"
- fi
- fi
-
- AC_PATH_PROG(GSL_CONFIG, gsl-config, no)
- min_gsl_version=ifelse([$1], ,0.2.5,$1)
- AC_MSG_CHECKING(for GSL - version >= $min_gsl_version)
- no_gsl=""
- if test "$GSL_CONFIG" = "no" ; then
- no_gsl=yes
- else
- GSL_CFLAGS=`$GSL_CONFIG --cflags`
- GSL_LIBS=`$GSL_CONFIG --libs`
-
- gsl_major_version=`$GSL_CONFIG --version | \
- sed 's/^\([[0-9]]*\).*/\1/'`
- if test "x${gsl_major_version}" = "x" ; then
- gsl_major_version=0
- fi
-
- gsl_minor_version=`$GSL_CONFIG --version | \
- sed 's/^\([[0-9]]*\)\.\{0,1\}\([[0-9]]*\).*/\2/'`
- if test "x${gsl_minor_version}" = "x" ; then
- gsl_minor_version=0
- fi
-
- gsl_micro_version=`$GSL_CONFIG --version | \
- sed 's/^\([[0-9]]*\)\.\{0,1\}\([[0-9]]*\)\.\{0,1\}\([[0-9]]*\).*/\3/'`
- if test "x${gsl_micro_version}" = "x" ; then
- gsl_micro_version=0
- fi
-
- if test "x$enable_gsltest" = "xyes" ; then
- ac_save_CFLAGS="$CFLAGS"
- ac_save_LIBS="$LIBS"
- CFLAGS="$CFLAGS $GSL_CFLAGS"
- LIBS="$LIBS $GSL_LIBS"
-
- rm -f conf.gsltest
- AC_TRY_RUN([
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-
-char* my_strdup (const char *str);
-
-char*
-my_strdup (const char *str)
-{
- char *new_str;
-
- if (str)
- {
- new_str = (char *)malloc ((strlen (str) + 1) * sizeof(char));
- strcpy (new_str, str);
- }
- else
- new_str = NULL;
-
- return new_str;
-}
-
-int main (void)
-{
- int major = 0, minor = 0, micro = 0;
- int n;
- char *tmp_version;
-
- system ("touch conf.gsltest");
-
- /* HP/UX 9 (%@#!) writes to sscanf strings */
- tmp_version = my_strdup("$min_gsl_version");
-
- n = sscanf(tmp_version, "%d.%d.%d", &major, &minor, µ) ;
-
- if (n != 2 && n != 3) {
- printf("%s, bad version string\n", "$min_gsl_version");
- exit(1);
- }
-
- if (($gsl_major_version > major) ||
- (($gsl_major_version == major) && ($gsl_minor_version > minor)) ||
- (($gsl_major_version == major) && ($gsl_minor_version == minor) && ($gsl_micro_version >= micro)))
- {
- exit(0);
- }
- else
- {
- exit(1);
- }
-}
-
-],, no_gsl=yes,[echo $ac_n "cross compiling; assumed OK... $ac_c"])
- CFLAGS="$ac_save_CFLAGS"
- LIBS="$ac_save_LIBS"
- fi
- fi
- if test "x$no_gsl" = x ; then
- AC_MSG_RESULT(yes)
- ifelse([$2], , :, [$2])
- else
- AC_MSG_RESULT(no)
- if test "$GSL_CONFIG" = "no" ; then
- echo "*** The gsl-config script installed by GSL could not be found"
- echo "*** If GSL was installed in PREFIX, make sure PREFIX/bin is in"
- echo "*** your path, or set the GSL_CONFIG environment variable to the"
- echo "*** full path to gsl-config."
- else
- if test -f conf.gsltest ; then
- :
- else
- echo "*** Could not run GSL test program, checking why..."
- CFLAGS="$CFLAGS $GSL_CFLAGS"
- LIBS="$LIBS $GSL_LIBS"
- AC_TRY_LINK([
-#include <stdio.h>
-], [ return 0; ],
- [ echo "*** The test program compiled, but did not run. This usually means"
- echo "*** that the run-time linker is not finding GSL or finding the wrong"
- echo "*** version of GSL. If it is not finding GSL, you'll need to set your"
- echo "*** LD_LIBRARY_PATH environment variable, or edit /etc/ld.so.conf to point"
- echo "*** to the installed location Also, make sure you have run ldconfig if that"
- echo "*** is required on your system"
- echo "***"
- echo "*** If you have an old version installed, it is best to remove it, although"
- echo "*** you may also be able to get things to work by modifying LD_LIBRARY_PATH"],
- [ echo "*** The test program failed to compile or link. See the file config.log for the"
- echo "*** exact error that occured. This usually means GSL was incorrectly installed"
- echo "*** or that you have moved GSL since it was installed. In the latter case, you"
- echo "*** may want to edit the gsl-config script: $GSL_CONFIG" ])
- CFLAGS="$ac_save_CFLAGS"
- LIBS="$ac_save_LIBS"
- fi
- fi
-# GSL_CFLAGS=""
-# GSL_LIBS=""
- ifelse([$3], , :, [$3])
- fi
- AC_SUBST(GSL_CFLAGS)
- AC_SUBST(GSL_LIBS)
- rm -f conf.gsltest
-])
-
-AU_ALIAS([AM_PATH_GSL], [AX_PATH_GSL])
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index a209085b9ea0de7e5121809db307f045e07c1183..66f3a7ba2f0f8d56140228ec99b6ca805eeb40aa 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -72,8 +72,8 @@ AC_LANG_POP([C++])
AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
AC_SUBST([LIBADD_DLOPEN])
# Check for GSL, needed by SWZ
-AX_PATH_GSL
-AM_CONDITIONAL([HAVE_GSL], [test "x$no_gsl" = "x"])
+AX_GSL
+AM_CONDITIONAL([HAVE_GSL], [test "x$has_gsl" = "xyes"])
AM_CONDITIONAL([DO_SOMETHING], [test "x$ax_enable_matlab" = "xyes" -a "x$ax_matlab_version_ok" = "xyes" -a "x$ax_mexopts_ok" = "xyes"])
@@ -87,7 +87,7 @@ else
BUILD_MEX_MATLAB="no (missing MATLAB, or unknown version, or unknown architecture)"
fi
-if test "x$ax_enable_matlab" = "xyes" -a "x$ax_matlab_version_ok" = "xyes" -a "x$ax_mexopts_ok" = "xyes" -a "x$no_gsl" = "x"; then
+if test "x$ax_enable_matlab" = "xyes" -a "x$ax_matlab_version_ok" = "xyes" -a "x$ax_mexopts_ok" = "xyes" -a "x$has_gsl" = "xyes"; then
BUILD_SWZ_MEX_MATLAB="yes"
else
BUILD_SWZ_MEX_MATLAB="no (missing GSL)"
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index 556f56098c99477fdf24a109d2189ca8906f2170..0ceee1e09d17b22e417f577b008caa26114e2f53 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -53,8 +53,8 @@ AC_LANG_POP([C++])
AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
AC_SUBST([LIBADD_DLOPEN])
# Check for GSL, needed by SWZ
-AX_PATH_GSL
-AM_CONDITIONAL([HAVE_GSL], [test "x$no_gsl" = "x"])
+AX_GSL
+AM_CONDITIONAL([HAVE_GSL], [test "x$has_gsl" = "xyes"])
AM_CONDITIONAL([DO_SOMETHING], [test "x$MKOCTFILE" != "x"])
@@ -68,7 +68,7 @@ else
BUILD_MEX_OCTAVE="no (missing mkoctfile)"
fi
-if test "x$MKOCTFILE" != "x" -a "x$no_gsl" = "x"; then
+if test "x$MKOCTFILE" != "x" -a "x$has_gsl" = "xyes"; then
BUILD_SWZ_MEX_OCTAVE="yes"
else
BUILD_SWZ_MEX_OCTAVE="no (missing GSL)"
diff --git a/mex/build/swz.am b/mex/build/swz.am
index 5c61a204dac89f984b555f8ad84d65b9a8e61d75..80925a984cc3b41b25eac08b0bfa06dea396a8b4 100644
--- a/mex/build/swz.am
+++ b/mex/build/swz.am
@@ -4,9 +4,10 @@ SWZ_SRC_DIRS = $(SWZ_SRC_BASEDIR)/utilities/TZCcode $(SWZ_SRC_BASEDIR)/utilities
vpath %.c $(SWZ_SRC_DIRS)
-CPPFLAGS += -DINTELCMATHLIBRARY $(GSL_CFLAGS) -I$(SWZ_SRC_BASEDIR)/utilities/TZCcode -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/matrix -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/error -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/arrays -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/ascii -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/stat -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/spherical -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/sort -I$(SWZ_SRC_BASEDIR)/sbvar/switching -I$(SWZ_SRC_BASEDIR)/sbvar/var -I$(SWZ_SRC_BASEDIR)/mex
+CPPFLAGS += -DINTELCMATHLIBRARY $(GSL_CPPFLAGS) -I$(SWZ_SRC_BASEDIR)/utilities/TZCcode -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/matrix -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/error -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/arrays -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/ascii -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/stat -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/spherical -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/sort -I$(SWZ_SRC_BASEDIR)/sbvar/switching -I$(SWZ_SRC_BASEDIR)/sbvar/var -I$(SWZ_SRC_BASEDIR)/mex
LIBS += $(GSL_LIBS)
+LDFLAGS += $(GSL_LDFLAGS)
noinst_PROGRAMS = mex_sbvar_init_file mex_sbvar_estimation mex_sbvar_mhm_1 mex_sbvar_mhm_2 mex_sbvar_probabilities mex_sbvar_draws