Windows: ensure that libgomp is statically linked

m4/ax_mexopts.m4

@@ -59,6 +59,8 @@ case ${MATLAB_ARCH} in
     MATLAB_LDFLAGS_NOMAP="-static-libgcc -static-libstdc++ -shared -L$MATLAB/bin/${MATLAB_ARCH} -Wl,-Bstatic,--whole-archive -lwinpthread -Wl,-Bdynamic,--no-whole-archive"
     MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP \$(abs_top_srcdir)/mex.def"
     MATLAB_LIBS="-lmex -lmx -lmat -lmwlapack -lmwblas"
+    # Hack for static linking of libgomp, needed for OpenMP
+    OPENMP_LDFLAGS="-Wl,-Bstatic,--whole-archive -lgomp -Wl,-Bdynamic,--no-whole-archive"
     ax_mexopts_ok="yes"
     ;;
   maci | maci64)
@@ -132,4 +134,5 @@ AC_SUBST([MATLAB_CFLAGS])
 AC_SUBST([MATLAB_CXXFLAGS])
 AC_SUBST([MATLAB_LDFLAGS])
 AC_SUBST([MATLAB_LIBS])
+AC_SUBST([OPENMP_LDFLAGS])
 ])

mex/build/block_kalman_filter.am

@@ -4,6 +4,7 @@ TOPDIR = $(top_srcdir)/../../sources/block_kalman_filter
 
 block_kalman_filter_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR)
 block_kalman_filter_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
+block_kalman_filter_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
 
 nodist_block_kalman_filter_SOURCES = block_kalman_filter.cc
 

mex/build/kronecker.am

@@ -4,6 +4,7 @@ nodist_sparse_hessian_times_B_kronecker_C_SOURCES = sparse_hessian_times_B_krone
 nodist_A_times_B_kronecker_C_SOURCES = A_times_B_kronecker_C.cc
 
 sparse_hessian_times_B_kronecker_C_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
+sparse_hessian_times_B_kronecker_C_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
 
 BUILT_SOURCES = $(nodist_sparse_hessian_times_B_kronecker_C_SOURCES) $(nodist_A_times_B_kronecker_C_SOURCES)
 CLEANFILES = $(nodist_sparse_hessian_times_B_kronecker_C_SOURCES) $(nodist_A_times_B_kronecker_C_SOURCES)

mex/build/local_state_space_iterations.am

@@ -3,6 +3,7 @@ mex_PROGRAMS = local_state_space_iteration_2
 nodist_local_state_space_iteration_2_SOURCES = local_state_space_iteration_2.cc
 
 local_state_space_iteration_2_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
+local_state_space_iteration_2_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
 
 BUILT_SOURCES = $(nodist_local_state_space_iteration_2_SOURCES)
 CLEANFILES = $(nodist_local_state_space_iteration_2_SOURCES)

mex/build/perfect_foresight_problem.am

@@ -6,6 +6,7 @@ nodist_perfect_foresight_problem_SOURCES = perfect_foresight_problem.cc DynamicM
 
 perfect_foresight_problem_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR)
 perfect_foresight_problem_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
+perfect_foresight_problem_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
 perfect_foresight_problem_LDADD = $(LIBADD_DLOPEN)
 
 BUILT_SOURCES = $(nodist_perfect_foresight_problem_SOURCES)

mex/build/qmc_sequence.am

@@ -4,6 +4,7 @@ TOPDIR = $(top_srcdir)/../../sources/sobol
 
 qmc_sequence_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR)
 qmc_sequence_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
+qmc_sequence_LDFLAGS = $(AM_LDFLAGS) $(OPENMP_LDFLAGS)
 
 nodist_qmc_sequence_SOURCES = qmc_sequence.cc