Add PARDISO lib to Matlab in Windows and LINUX

Installation of all PARDISO files, additional compilers and guide of installation process for Windows and LINUX machines

This guide intends to help windows users through the addition of the PARDISO libraries (C++) to Matlab in order to produce executables that have a .m extension. Users will be able to add these (C++) files as a .m file to their individual Matlab code. I struggled for quite some time with this process, so hopefully this code will help some folks that find themselves in the same situation.

"The package PARDISO is a high-performance, robust, memory–efficient and easy to use software for solving large sparse symmetric and nonsymmetric linear systems of equations on shared–memory and distributed-memory architectures."

The overall steps of the process are:

1. Request a license and download pardiso files from: https://www.pardiso-project.org/ You will need to download an executable called get_fingerprint from their website. Once you have it, run in on the cmd with ./get_fingerprint . Type in the machine fingerprint on the questionnaire.

2. Download complementary file pardiso-matlab.tgz: https://pardiso-project.org/manual/pardiso-matlab.tgz

3. Unzip all files and place them together in a folder, e.g.: 'C:\PARDISO'

4. Create txt file with license and save as panua.lic file with other files

5. Download additional compilers and build wrappers for use in matlab