libsvm
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There is no mex.h
https://github.com/cjlin1/libsvm/blob/88a1881f03ca139beff93170d7e6f36477fabe54/matlab/svm_model_matlab.c#L5
I met this problem.
I solved this by installing Xcode (MacBook Pro), then in Matlab prompt, run "mex -setup" and "make".