Platform: Windows 7 SP1 (32-bit), Intel Core 2 Duo P8600 2.40GHz

Matlab version: Matlab 2012a (32-bit)

Compiler: Intel Visual Fortran 12.0 (with Microsoft Visual C++ 2010 linker)

We follow easy steps as below.

1. Set up required environments such as Microsoft Visual Studio 2010 and Intel Visual Fortran Composer XE 2011

2. Choose the correct compiler in Matlab(Intel Visual Fortran Composer XE 2011 here)

3. Change to the correct directory

4. mex glmnetMex.F GLMnet.f  to build the Mex-files.