Does anybody know how to build Octave for x64 Windows? The 2GB data limitation for x32 is too limiting for many problems that require analysis on large data sets.
http://wiki.octave.org/Octave_for_Microsoft_Windows has information on installing Octave on Windows and links to building it from source using different methods.
GNU Octave is primarily developed on GNU/Linux and other POSIX conformal systems. The ports of GNU Octave to Windows use different approaches to get most of the original Octave and adapt it to Microsoft Windows idiosyncrasies...
Windows support is experimental.
According to http://www.gnu.org/software/octave/doc/interpreter/Compiling-Octave-with-64_002dbit-Indexing.html
To use arrays larger than 2 GB, Octave has to be configured with the option --enable-64. This option is experimental...
Compiling Octave for 64 bit is experimental on Linux. It might cause a lot of headache to try an experimental feature in a port of the software. It would be better to use a true Linux installation for now. If you feel adventurous, try compiling it in http://www.cygwin.com/