diff --git a/mex/sources/dynumfpack.h b/mex/sources/dynumfpack.h
new file mode 100644
index 000000000..642e58440
--- /dev/null
+++ b/mex/sources/dynumfpack.h
@@ -0,0 +1,122 @@
+/*
+ * Defines the prototypes for BLAS Fortran functions.
+ *
+ * Also defines a typedef blas_int to be used for all integers passed to BLAS
+ * functions.
+ *
+ * When used in the context of a MATLAB MEX file, you must define MATLAB_MEX_FILE
+ * and MATLAB_VERSION (for version 7.4, define it to 0x0704).
+ *
+ *
+ * Copyright (C) 2009-2011 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see .
+ */
+
+#ifndef _DYNUMFPACK_H
+#define _DYNUMFPACK_H
+
+/* Starting from version 7.8, MATLAB BLAS expects ptrdiff_t arguments for integers */
+#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
+# ifdef __cplusplus
+# include
+# else
+# include
+# endif
+#endif
+/*
+#if defined(MATLAB_MEX_FILE) && defined(_WIN32) && !defined(_MSC_VER)
+# define FORTRAN_WRAPPER(x) x
+#else
+# define FORTRAN_WRAPPER(x) x
+#endif
+*/
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+/* -------------------------------------------------------------------------- */
+/* size of Info and Control arrays */
+/* -------------------------------------------------------------------------- */
+
+/* These might be larger in future versions, since there are only 3 unused
+ * entries in Info, and no unused entries in Control. */
+
+#define UMFPACK_INFO 90
+#define UMFPACK_CONTROL 20
+/* used in all UMFPACK_report_* routines: */
+#define UMFPACK_PRL 0 /* print level */
+/* returned by all routines that use Info: */
+#define UMFPACK_OK (0)
+#define UMFPACK_STATUS 0 /* UMFPACK_OK, or other result */
+
+
+typedef long long int SuiteSparse_long;
+
+#define umfpack_dl_defaults FORTRAN_WRAPPER(umfpack_dl_defaults)
+void umfpack_dl_defaults(double Control[UMFPACK_CONTROL]);
+
+#define umfpack_dl_symbolic FORTRAN_WRAPPER(umfpack_dl_symbolic)
+SuiteSparse_long umfpack_dl_symbolic(SuiteSparse_long n_row, SuiteSparse_long n_col,
+ const SuiteSparse_long Ap [ ], const SuiteSparse_long Ai [ ],
+ const double Ax [ ], void **Symbolic,
+ const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]);
+
+#define umfpack_dl_numeric FORTRAN_WRAPPER(umfpack_dl_numeric)
+SuiteSparse_long umfpack_dl_numeric(const SuiteSparse_long Ap [ ], const SuiteSparse_long Ai [ ],
+ const double Ax [ ], void *Symbolic, void **Numeric,
+ const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]);
+
+#define umfpack_dl_solve FORTRAN_WRAPPER(umfpack_dl_solve)
+SuiteSparse_long umfpack_dl_solve(SuiteSparse_long sys, const SuiteSparse_long Ap [ ],
+ const SuiteSparse_long Ai [ ], const double Ax [ ],
+ double X [ ], const double B [ ], void *Numeric,
+ const double Control [UMFPACK_CONTROL], double Info [UMFPACK_INFO]);
+
+#define umfpack_dl_report_info FORTRAN_WRAPPER(umfpack_dl_report_info)
+void umfpack_dl_report_info(const double Control [UMFPACK_CONTROL],
+ const double Info [UMFPACK_INFO]);
+
+#define umfpack_dl_report_status FORTRAN_WRAPPER(umfpack_dl_report_status)
+void umfpack_dl_report_status(const double Control [UMFPACK_CONTROL],
+ SuiteSparse_long status);
+
+#define umfpack_dl_free_symbolic FORTRAN_WRAPPER(umfpack_dl_free_symbolic)
+void umfpack_dl_free_symbolic(void **Symbolic);
+
+#define umfpack_dl_free_numeric FORTRAN_WRAPPER(umfpack_dl_free_numeric)
+void umfpack_dl_free_numeric(void **Numeric);
+
+
+#define umfpack_dl_load_symbolic FORTRAN_WRAPPER(umfpack_dl_load_symbolic )
+SuiteSparse_long umfpack_dl_load_symbolic (void **Symbolic, char *filename) ;
+
+#define umfpack_dl_load_numeric FORTRAN_WRAPPER(umfpack_dl_load_numeric )
+SuiteSparse_long umfpack_dl_load_numeric (void **Numeric, char *filename) ;
+
+#define umfpack_dl_save_symbolic FORTRAN_WRAPPER(umfpack_dl_save_symbolic )
+SuiteSparse_long umfpack_dl_save_symbolic (void *Symbolic, char *filename) ;
+
+#define umfpack_dl_save_numeric FORTRAN_WRAPPER(umfpack_dl_save_numeric )
+SuiteSparse_long umfpack_dl_save_numeric (void *Numeric, char *filename) ;
+
+
+#ifdef __cplusplus
+} /* extern "C" */
+#endif
+
+#endif /* DYNUMFPACK */