diff -ru matlab-ruby-2.0.3.orig/ext/matlab_api/extconf.rb matlab-ruby-2.0.3/ext/matlab_api/extconf.rb
--- matlab-ruby-2.0.3.orig/ext/matlab_api/extconf.rb	2008-05-20 00:01:36.000000000 +0900
+++ matlab-ruby-2.0.3/ext/matlab_api/extconf.rb	2010-03-16 16:28:51.265625000 +0900
@@ -5,7 +5,26 @@
 
 matlab_dirs = dir_config( "matlab", "/usr/local/matlab/extern/include", "/usr/local/matlab/bin/glnx86" )
 
-if have_header( "engine.h" ) && have_library( "eng", "engOpen" )
+MATLAB_DIR = "/cygdrive/c/Program Files/MATLAB/extern"
+
+if MATLAB_DIR then
+  # make import library for cygwin
+  def run_c(command)
+    puts command
+    system "cd \"#{MATLAB_DIR}/lib\" && #{command}"
+  end
+  [:eng, :mx].each{|l|
+    run_c("echo EXPORTS > #{l}.def")
+    run_c("nm win32/microsoft/lib#{l}.lib | sed -n -e\"s/.* T _//p\" >> #{l}.def")
+    run_c("dlltool --kill-at --def #{l}.def --dllname lib#{l}.dll --output-lib lib#{l}.a")
+  }
+
+  # handle directory
+  dir_config("config", MATLAB_DIR)
+  matlab_dirs << "\"#{MATLAB_DIR}/include\""
+end
+
+if have_header( "engine.h" ) && have_library( "eng", "engOpen" ) && have_library("mx", "mxIsNaN")
   if !File.exists?( SWIG_WRAP ) || with_config( "swig", false )
     swig_includes = (matlab_dirs.any? ? (matlab_dirs.collect { |dir| "-I#{dir}" }.join(" ")) : nil)
     puts "creating #{SWIG_WRAP}"
@@ -13,3 +32,4 @@
   end
   create_makefile( "matlab_api" )
 end
+