NOTE: You can download pre-compiled binaries for MATLAB here.
ECOS comes with a makefile which resides in the bin subdirectory of the code. To build ECOS for MATLAB, make sure your MEX compiler is set up, and then type:
You should now have a binary file ecos.[ending], with a platform-specific ending. This is the solver binary. Add the directory <ecos-matlab>/bin to your path to be able to call ECOS from any place. The command
deletes object files for ECOS modules that were produced during compilation but are no longer required.