Add configure test for UMFPACK

mex/build/octave/configure.ac

 dnl Process this file with autoconf to produce a configure script.
 
-dnl Copyright (C) 2009-2012 Dynare Team
+dnl Copyright (C) 2009-2013 Dynare Team
 dnl
 dnl This file is part of Dynare.
 dnl
@@ -68,6 +68,9 @@ AM_CONDITIONAL([HAVE_MATIO], [test "x$has_matio" = "xyes"])
 AX_SLICOT([octave])
 AM_CONDITIONAL([HAVE_SLICOT], [test "x$has_slicot" = "xyes"])
 
+# Check for UMFPACK, needed by bytecode
+AC_CHECK_LIB([umfpack], [umfpack_dl_defaults], [], [AC_MSG_ERROR([Can't find UMFPACK])])
+
 AM_CONDITIONAL([DO_SOMETHING], [test "x$MKOCTFILE" != "x"])
 
 if test "x$MKOCTFILE" != "x"; then