Platform: Windows 7 Professional SP1 (64-bit), Intel Core i7 3.40GHz

Matlab version: Matlab 2013b (64-bit)

Compiler: Intel Visual Fortran Composer XE 2013

Note that the glmnet Fortran source file uses real, integer to define respectively real, integer variables and functions. To build Mex-files on 64-bit Windows systems, we follow the steps as below.

1. Choose the correct compiler (Intel Visual Fortran Composer XE 2013 here)

2. Locate the option file mexopt.bat and add /real_size:64 /integer_size:64 to the end of COMPFLAGS=... term

3. In Matlab, change to the correct directory and type

mex -largeArrayDims glmnetMex.F GLMnet.f 

to build the Mex-files on 64-bit systems.