diff --git a/mex/sources/bytecode/ErrorHandling.hh b/mex/sources/bytecode/ErrorHandling.hh
index a37a2813a..a45211e07 100644
--- a/mex/sources/bytecode/ErrorHandling.hh
+++ b/mex/sources/bytecode/ErrorHandling.hh
@@ -1767,7 +1767,7 @@ public:
               mexPrintf("------------------------------\n");
               mexPrintf("CALL "); mexEvalString("drawnow;");
 #endif
-              FCALL_ *fc = static_cast<FCALL_ *>(it_code->second);
+              auto *fc = static_cast<FCALL_ *>(it_code->second);
               string function_name = fc->get_function_name();
 #ifdef DEBUG
               mexPrintf("function_name=%s ", function_name.c_str()); mexEvalString("drawnow;");
@@ -2054,14 +2054,14 @@ public:
             mexPrintf("FLDTEF\n");
             mexPrintf("var=%d Stack.size()=%d\n", var, Stackf.size());
             {
-              map<unsigned int, double>::const_iterator it = TEF.find(var-1);
+              auto it = TEF.find(var-1);
               mexPrintf("FLD TEF[var-1]=%f done\n", it->second);
             }
             mexEvalString("drawnow;");
 #endif
             if (compute)
               {
-                map<unsigned int, double>::const_iterator it = TEF.find(var-1);
+                auto it = TEF.find(var-1);
                 Stackf.push(it->second);
               }
             tmp_out.str("");
@@ -2106,13 +2106,13 @@ public:
 #ifdef DEBUG
               mexPrintf("FLDTEFD\n");
               mexPrintf("indx=%d row=%d Stack.size()=%d\n", indx, row, Stack.size());
-              map<pair<unsigned int, unsigned int>, double>::const_iterator it = TEFD.find(make_pair(indx, row-1));
+              auto it = TEFD.find(make_pair(indx, row-1));
               mexPrintf("FLD TEFD[make_pair(indx, row)]=%f done\n", it->second);
               mexEvalString("drawnow;");
 #endif
               if (compute)
                 {
-                  map<pair<unsigned int, unsigned int>, double>::const_iterator it = TEFD.find(make_pair(indx, row-1));
+                  auto it = TEFD.find(make_pair(indx, row-1));
                   Stackf.push(it->second);
                 }
               tmp_out.str("");
@@ -2135,7 +2135,7 @@ public:
 #ifdef DEBUG
                   double rr = Stackf.top();
                   mexPrintf("rr=%f\n", rr);
-                  map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
+                  auto it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
                   mexPrintf("FSTP TEFDD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second);
                   mexEvalString("drawnow;");
 #endif
@@ -2158,13 +2158,13 @@ public:
 #ifdef DEBUG
               mexPrintf("FLDTEFD\n");
               mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size());
-              map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
+              auto it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
               mexPrintf("FLD TEFD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second);
               mexEvalString("drawnow;");
 #endif
               if (compute)
                 {
-                  map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
+                  auto it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
                   Stackf.push(it->second);
                 }
               tmp_out.str("");
diff --git a/mex/sources/bytecode/Evaluate.cc b/mex/sources/bytecode/Evaluate.cc
index 31639b7bd..9ed6313bf 100644
--- a/mex/sources/bytecode/Evaluate.cc
+++ b/mex/sources/bytecode/Evaluate.cc
@@ -1137,7 +1137,7 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
             mexPrintf("------------------------------\n");
             mexPrintf("CALL "); mexEvalString("drawnow;");
 #endif
-            FCALL_ *fc = static_cast<FCALL_ *>(it_code->second);
+            auto *fc = static_cast<FCALL_ *>(it_code->second);
             string function_name = fc->get_function_name();
 #ifdef DEBUG
             mexPrintf("function_name=%s ", function_name.c_str()); mexEvalString("drawnow;");
@@ -1505,7 +1505,7 @@ Evaluate::evaluate_over_periods(const bool forward)
     compute_block_time(0, false, false);
   else
     {
-      it_code_type begining = it_code;
+      auto begining = it_code;
       if (forward)
         {
           for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
diff --git a/mex/sources/bytecode/Interpreter.cc b/mex/sources/bytecode/Interpreter.cc
index e87b65ab9..1335ef7a5 100644
--- a/mex/sources/bytecode/Interpreter.cc
+++ b/mex/sources/bytecode/Interpreter.cc
@@ -368,7 +368,7 @@ Interpreter::simulate_a_block(vector_table_conditional_local_type vector_table_c
 #endif
       if (vector_table_conditional_local.size())
         {
-          it_code_type curr_it_code = it_code;
+          auto curr_it_code = it_code;
           evaluate_a_block(true);
           it_code = curr_it_code;
         }
@@ -395,7 +395,7 @@ Interpreter::simulate_a_block(vector_table_conditional_local_type vector_table_c
 #endif
       if (vector_table_conditional_local.size())
         {
-          it_code_type curr_it_code = it_code;
+          auto curr_it_code = it_code;
           evaluate_a_block(true);
           it_code = curr_it_code;
         }
@@ -428,7 +428,7 @@ Interpreter::simulate_a_block(vector_table_conditional_local_type vector_table_c
         }
       if (vector_table_conditional_local.size())
         {
-          it_code_type curr_it_code = it_code;
+          auto curr_it_code = it_code;
           evaluate_a_block(true);
           it_code = curr_it_code;
         }
@@ -663,7 +663,7 @@ Interpreter::MainLoop(string bin_basename, CodeLoad code, bool evaluate, int blo
 #endif
           //it's a new block
           {
-            FBEGINBLOCK_ *fb = static_cast<FBEGINBLOCK_ *>(it_code->second);
+            auto *fb = static_cast<FBEGINBLOCK_ *>(it_code->second);
             Block_Contain = fb->get_Block_Contain();
             it_code++;
             if (constrained)
@@ -860,9 +860,9 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
     double *y_save = (double *) mxMalloc(size_of_direction);
     double *x_save = (double *) mxMalloc((periods + y_kmax + y_kmin) * col_x *sizeof(double));*/
   size_t size_of_direction = y_size*col_y*sizeof(double);
-  double *y_save = static_cast<double *>(mxMalloc(size_of_direction));
+  auto *y_save = static_cast<double *>(mxMalloc(size_of_direction));
   test_mxMalloc(y_save, __LINE__, __FILE__, __func__, size_of_direction);
-  double *x_save = static_cast<double *>(mxMalloc(nb_row_x * col_x *sizeof(double)));
+  auto *x_save = static_cast<double *>(mxMalloc(nb_row_x * col_x *sizeof(double)));
   test_mxMalloc(x_save, __LINE__, __FILE__, __func__, nb_row_x * col_x *sizeof(double));
 
   vector_table_conditional_local_type vector_table_conditional_local;
@@ -976,7 +976,7 @@ Interpreter::compute_blocks(string file_name, string bin_basename, bool evaluate
 
   //The big loop on intructions
   it_code = code_liste.begin();
-  it_code_type Init_Code = it_code;
+  auto Init_Code = it_code;
   vector<s_plan> s_plan_junk;
   vector_table_conditional_local_type vector_table_conditional_local_junk;
 
diff --git a/mex/sources/bytecode/SparseMatrix.cc b/mex/sources/bytecode/SparseMatrix.cc
index babb77579..a8a700665 100644
--- a/mex/sources/bytecode/SparseMatrix.cc
+++ b/mex/sources/bytecode/SparseMatrix.cc
@@ -661,9 +661,9 @@ dynSparseMatrix::Simple_Init(int Size, map<pair<pair<int, int>, int>, int> &IM,
   test_mxMalloc(FNZE_R, __LINE__, __FILE__, __func__, i);
   FNZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
-  NonZeroElem **temp_NZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
+  auto **temp_NZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
-  NonZeroElem **temp_NZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
+  auto **temp_NZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
   i = Size*sizeof(int);
   NbNZRow = static_cast<int *>(mxMalloc(i));
@@ -970,7 +970,7 @@ dynSparseMatrix::find_exo_num(vector<s_plan> sconstrained_extended_path, int val
 {
   int res = -1;
   int i = 0;
-  for (vector<s_plan>::iterator it = sconstrained_extended_path.begin(); it != sconstrained_extended_path.end(); it++, i++)
+  for (auto it = sconstrained_extended_path.begin(); it != sconstrained_extended_path.end(); it++, i++)
     if (it->exo_num == value)
       {
         res = i;
@@ -984,7 +984,7 @@ dynSparseMatrix::find_int_date(vector<pair<int, double>> per_value, int value)
 {
   int res = -1;
   int i = 0;
-  for (vector<pair<int, double>>::iterator it = per_value.begin(); it != per_value.end(); it++, i++)
+  for (auto it = per_value.begin(); it != per_value.end(); it++, i++)
     if (it->first == value)
       {
         res = i;
@@ -1698,7 +1698,7 @@ void
 dynSparseMatrix::PrintM(int n, double *Ax, mwIndex *Ap, mwIndex *Ai)
 {
   int nnz = Ap[n];
-  double *A = static_cast<double *>(mxMalloc(n * n * sizeof(double)));
+  auto *A = static_cast<double *>(mxMalloc(n * n * sizeof(double)));
   test_mxMalloc(A, __LINE__, __FILE__, __func__, n * n * sizeof(double));
   memset(A, 0, n * n  * sizeof(double));
   int k = 0;
@@ -1898,9 +1898,9 @@ dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair
   test_mxMalloc(FNZE_R, __LINE__, __FILE__, __func__, i);
   FNZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
-  NonZeroElem **temp_NZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
+  auto **temp_NZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
-  NonZeroElem **temp_NZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
+  auto **temp_NZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
   test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
   i = (periods+y_kmax+1)*Size*sizeof(int);
   NbNZRow = static_cast<int *>(mxMalloc(i));
@@ -2133,7 +2133,7 @@ dynSparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t,
           double *up;
           while (i < nop4)
             {
-              t_save_op_s *save_op_s = reinterpret_cast<t_save_op_s *>(&(save_op[i]));
+              auto *save_op_s = reinterpret_cast<t_save_op_s *>(&(save_op[i]));
               up = &u[save_op_s->first+t*diff1[j]];
               switch (save_op_s->operat)
                 {
@@ -2165,7 +2165,7 @@ dynSparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t,
           int gap = periods_beg_t-t;
           while (i < nop4)
             {
-              t_save_op_s *save_op_s = reinterpret_cast<t_save_op_s *>(&(save_op[i]));
+              auto *save_op_s = reinterpret_cast<t_save_op_s *>(&(save_op[i]));
               if (save_op_s->lag < gap)
                 {
                   double *up = &u[save_op_s->first+t*diff1[j]];
@@ -3540,9 +3540,9 @@ dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double s
 {
   SuiteSparse_long n = mxGetM(A_m);
 
-  SuiteSparse_long *Ap = reinterpret_cast<SuiteSparse_long *>(mxGetJc(A_m));
+  auto *Ap = reinterpret_cast<SuiteSparse_long *>(mxGetJc(A_m));
 
-  SuiteSparse_long *Ai = reinterpret_cast<SuiteSparse_long *>(mxGetIr(A_m));
+  auto *Ai = reinterpret_cast<SuiteSparse_long *>(mxGetIr(A_m));
   double *Ax = mxGetPr(A_m);
   double *B = mxGetPr(b_m);
   SuiteSparse_long status, sys = 0;
@@ -6177,7 +6177,7 @@ dynSparseMatrix::Check_and_Correct_Previous_Iteration(int block_num, int y_size,
       if (false)
         {
 
-          double *p = static_cast<double *>(mxMalloc(size * sizeof(double)));
+          auto *p = static_cast<double *>(mxMalloc(size * sizeof(double)));
           test_mxMalloc(p, __LINE__, __FILE__, __func__, size * sizeof(double));
           Grad_f_product(size, b_m_save, p, A_m_save, Ap_save, Ai_save, Ax_save, b_save);
           double slope = 0.0;
diff --git a/mex/sources/bytecode/bytecode.cc b/mex/sources/bytecode/bytecode.cc
index e4d07b44d..14c1f15d2 100644
--- a/mex/sources/bytecode/bytecode.cc
+++ b/mex/sources/bytecode/bytecode.cc
@@ -42,7 +42,7 @@ string
 Get_Argument(const mxArray *prhs)
 {
   const mxArray *mxa = prhs;
-  mwSize buflen = mwSize(mxGetM(mxa) * mxGetN(mxa) + 1);
+  auto buflen = mwSize(mxGetM(mxa) * mxGetN(mxa) + 1);
   char *first_argument;
   first_argument = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
   size_t status = mxGetString(mxa, first_argument, buflen);
@@ -946,11 +946,11 @@ main(int nrhs, const char *prhs[])
   field = mxGetFieldNumber(options_, "slowc");
   if (field < 0)
     mexErrMsgTxt("slows is not a field of options_");
-  double slowc = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
+  auto slowc = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
   field = mxGetFieldNumber(options_, "markowitz");
   if (field < 0)
     mexErrMsgTxt("markowitz is not a field of options_");
-  double markowitz_c = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
+  auto markowitz_c = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
   field = mxGetFieldNumber(options_, "minimal_solving_periods");
   if (field < 0)
     mexErrMsgTxt("minimal_solving_periods is not a field of options_");
@@ -1020,15 +1020,15 @@ main(int nrhs, const char *prhs[])
     mexErrMsgTxt("bytecode has not been compiled with CUDA option. Bytecode Can't use options_.stack_solve_algo=7\n");
 #endif
   size_t size_of_direction = col_y*row_y*sizeof(double);
-  double *y = static_cast<double *>(mxMalloc(size_of_direction));
+  auto *y = static_cast<double *>(mxMalloc(size_of_direction));
   error_msg.test_mxMalloc(y, __LINE__, __FILE__, __func__, size_of_direction);
-  double *ya = static_cast<double *>(mxMalloc(size_of_direction));
+  auto *ya = static_cast<double *>(mxMalloc(size_of_direction));
   error_msg.test_mxMalloc(ya, __LINE__, __FILE__, __func__, size_of_direction);
   direction = static_cast<double *>(mxMalloc(size_of_direction));
   error_msg.test_mxMalloc(direction, __LINE__, __FILE__, __func__, size_of_direction);
   memset(direction, 0, size_of_direction);
   /*mexPrintf("col_x : %d, row_x : %d\n",col_x, row_x);*/
-  double *x = static_cast<double *>(mxMalloc(col_x*row_x*sizeof(double)));
+  auto *x = static_cast<double *>(mxMalloc(col_x*row_x*sizeof(double)));
   error_msg.test_mxMalloc(x, __LINE__, __FILE__, __func__, col_x*row_x*sizeof(double));
   for (i = 0; i < row_x*col_x; i++)
     {
diff --git a/mex/sources/bytecode/testing/mex_interface.cc b/mex/sources/bytecode/testing/mex_interface.cc
index 713de54c9..da1136995 100644
--- a/mex/sources/bytecode/testing/mex_interface.cc
+++ b/mex/sources/bytecode/testing/mex_interface.cc
@@ -102,7 +102,7 @@ mxGetPr(const mxArray *b_m)
 mxArray *
 mxCreateDoubleMatrix(unsigned int rows, unsigned int cols, mxData_type mx_type)
 {
-  mxArray *Array = new mxArray;
+  auto *Array = new mxArray;
   Array->type = mxDOUBLE_CLASS;
   Array->size_1 = rows;
   Array->size_2 = cols;
@@ -113,7 +113,7 @@ mxCreateDoubleMatrix(unsigned int rows, unsigned int cols, mxData_type mx_type)
 mxArray *
 mxCreateCharArray(unsigned int rows, unsigned int cols, mxData_type mx_type)
 {
-  mxArray *Array = new mxArray;
+  auto *Array = new mxArray;
   Array->type = mxCHAR_CLASS;
   Array->size_1 = rows;
   Array->size_2 = cols;
@@ -124,7 +124,7 @@ mxCreateCharArray(unsigned int rows, unsigned int cols, mxData_type mx_type)
 mxArray *
 mxCreateSparse(unsigned int rows, unsigned int cols, unsigned int nz_max, mxData_type mx_type)
 {
-  mxArray *Array = new mxArray;
+  auto *Array = new mxArray;
   Array->type = mxSPARSE_CLASS;
   Array->size_1 = rows;
   Array->size_2 = cols;
@@ -138,7 +138,7 @@ mxCreateSparse(unsigned int rows, unsigned int cols, unsigned int nz_max, mxData
 mxArray *
 mxCreateDoubleScalar(double value)
 {
-  mxArray *Array = new mxArray;
+  auto *Array = new mxArray;
   Array->type = mxSINGLE_CLASS;
   Array->size_1 = 1;
   Array->size_2 = 1;
@@ -156,7 +156,7 @@ mxCreatNULLMatrix()
 mxArray *
 mxCreateStructMatrix(unsigned int rows, unsigned int cols, unsigned int nfields, const vector<string> &fieldnames)
 {
-  mxArray *Array = new mxArray;
+  auto *Array = new mxArray;
   Array->type = mxSTRUCT_CLASS;
   Array->size_1 = rows;
   Array->size_2 = cols;
@@ -223,7 +223,7 @@ mexGetVariable(const char *space_name, const char *matrix_name)
 int
 mxGetFieldNumber(const mxArray *Struct, const char *field_name)
 {
-  vector<string>::const_iterator it = find(Struct->field_name.begin(), Struct->field_name.end(), field_name);
+  auto it = find(Struct->field_name.begin(), Struct->field_name.end(), field_name);
   if (it == Struct->field_name.end())
     {
       stringstream tmp;
@@ -293,7 +293,7 @@ mxDuplicateArray(const mxArray *array)
   unsigned int i;
   vector<mxArray *>::const_iterator it_v_array;
   vector<string>::const_iterator it_v_string;
-  mxArray *Array = (mxArray *) mxMalloc(sizeof(mxArray));
+  auto *Array = (mxArray *) mxMalloc(sizeof(mxArray));
   Array->type = array->type;
   Array->size_1 = array->size_1;
   Array->size_2 = Array->size_2;