How to build libDAI in Cygwin

Building libDAI is not an easy job in Windows. I spent more than two days on that effort but failed, mainly because there is not a clear way to build MPIR (the Windows port of GMP) that compatible with libDAI in Windows environment. Briefly, the failed building process for Windows is the following:

Downloaded the precompiled Boost library (version 1.47.0) from Boostpro. They provide installers for VC++ 7.1 (Visual Studio 2003), 8.0 (Visual Studio 2005), 9.0 (Visual Studio 2008), and 10.0 (Visual Studio 2010). I have VC++ 2010 Express, and the Boost version I downloaded is 1.47.0. Installation is smooth and successfully. You have chance to choose packages to install, I have chosen all for VC++ 2010, including the ones libDAI needs: program_options, math, graph, and test.

For GMP: since there is no GMP working for Windows, we have to resort its Windows port called MPIR. Downloaded MPIR 2.5.1 released on March 11,2012. Untar the files and then in one of its sub-folder called 'build.vc10', it provides complete instruction on how to build MPIR using VC++ (readme.txt in the folder has the details). Basically, you need to use VC++ to load the project file called 'mpir.sln' in the folder 'build.vc10'. You can ignore the message popped out about 'One or more projects were not loaded correctly' when using VC++ Express. Then I chose the project 'lib_mpir_cxx', building it creates binaries into the default folder 'lib/Win32/Debug or Release' depending on your building settings. I saw 'mpir.lib, mpirxx.lib, mpir.pdb, mpirxx.pdb' and 'gmp.h, gmpxx.h, mpir.h, mpirxx.h' generated there. But there is no 'gmp.lib' or 'gmpxx.lib', which is probably the reason I did not make libDAI working in this route, because I guess libDAI calls GMP not MPIR, and it may not recognize MPIR at all.

Assuming you have downloaded libDAI Windows zip files. Third step is to copy 'Makefile.WINDOWS' to 'Makefile.conf', and then modify 'Makefile.conf' to specify the path for Boost and MPIR compiled above. Before running 'make', go to VC++ 2010 folder - C:\Program Files\Microsoft Visual Studio 10.0\VC', run 'vcvarsall.bat' in cmd window (This is to set environment for using Microsoft Visual Studio). Now go to libDAI folder, run 'make' in cmd window. it did pass the compiling stage, but when linking, about 16 errors popped out such LNK2001, LNK2019, etc. Sample error messages are shown below: