On Tue, 18 Jan 2011, Alexander B. Gedranovich wrote: What type of CPU, and what version of gcc? It looks as if something must be going wrong with detection of SSE2 at configure time, but this puzzling. (SSE2 support was recently added to support a speed-up of the gretl RNG, and I can't think of any reason why you'd be getting an "Illegal instruction" message other than some screw-up related to this.) Could you show the output from ./configure when you're building gretl? Output from "make" might be helpful too. Allin Cottrell