1. Download libsvm 3.2
2. Check available compilers in MATLAB using ‘mex -setup’ command,
3. If MS Visual Studio is not available. Find supported compilers for windows from this link. (I installed MS Visual Studio 2008 SP1 and it worked fine.)
4. go to libsvm-3.20/matlab directory and run the ‘make’ command. If successfull you’ll see svmtrain.mexw64 svmpredict.mexw64 lib libsvmread.mexw64 and libsvmwrite.mexw64 created
5. Run svmtrain or predict from matlab command window to check if they are working correctly.
Here’s some useful screencasts regarding this:
(Unfortunately, in Chinese, but we can learn from the visual instructions.)