Problem compiling old C code and using old dll file in Matlab r2016a

Hi, I am trying to run a program for a pretty old Nature paper (published in 1996). I download the source code (Windows version "WinSparsNet.zip") from http://redwood.berkeley.edu/bruno/sparsenet/, and I had 64bit Matlab r2016a student version with MinGW64 Compiler installed.

I need to load one "cgf.dll" file provided in the downloaded folder, and I use the loadlibrary function. However, I didn't see any header file in the folder, only found "cgf.c" and "cgf.map" files. So I tried

loadlibrary('cgf.dll','cgf.c')

Then Matlab returned:

 Error using loadlibrary
Failed to preprocess the input file.
 Output from preprocessor is:C:\Users\***\Documents\MATLAB\Sparsenet\cgf.c:208:20: fatal error: nrutil.h: No such file or directory
 #include <nrutil.h>
                    ^
compilation terminated.

I found the "nrutil.h" file in a subfolder of the download file, and then I copied it to "C:\Program Files\MATLAB\R2016a\extern\include", tried the above command again, and Matlab returned a even longer error:

 Warning: Warnings messages were produced while parsing.  Check the functions you intend to use for correctness.  Warning text can be viewed using:
 [notfound,warnings]=loadlibrary(...) 
> In loadlibrary 
Error loading library intermediate output follows.
The actual error is at the end of this output.
********* 
found parens in x ; unsigned long long val ; __extension__ struct { unsigned int low , high ; } lh ; } __mingw_dbl_type_t
Match: unsigned int low , high ; 
Final string:x ; unsigned long long val ; __extension__ struct  lh ; } __mingw_dbl_type_t

 Failed to parse type 'union __mingw_dbl_type_t { double x ; unsigned long long val ; __extension__ struct { unsigned int low , high ; } lh ; } __mingw_dbl_type_t' original input 'union __mingw_dbl_type_t { double x ; unsigned long long val ; __extension__ struct { unsigned int low , high ; } lh ; } __mingw_dbl_type_t'
Found on line 673 of input from line 90 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/math.h

 Failed to parse type 'union __mingw_flt_type_t { float x ; unsigned int val ; } __mingw_flt_type_t' original input 'union __mingw_flt_type_t { float x ; unsigned int val ; } __mingw_flt_type_t'
Found on line 678 of input from line 95 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/math.h
found parens in x ; __extension__ struct { unsigned int low , high ; int sign_exponent : 16 ; int res1 : 16 ; int res0 : 32 ; } lh ; } __mingw_ldbl_type_t
Match: unsigned int low , high ; int sign_exponent : 16 ; int res1 : 16 ; int res0 : 32 ; 
Final string:x ; __extension__ struct  lh ; } __mingw_ldbl_type_t

 Failed to parse type 'union __mingw_ldbl_type_t { long double x ; __extension__ struct { unsigned int low , high ; int sign_exponent : 16 ; int res1 : 16 ; int res0 : 32 ; } lh ; } __mingw_ldbl_type_t' original input 'union __mingw_ldbl_type_t { long double x ; __extension__ struct { unsigned int low , high ; int sign_exponent : 16 ; int res1 : 16 ; int res0 : 32 ; } lh ; } __mingw_ldbl_type_t'
Found on line 689 of input from line 106 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/math.h

 Type 'longdouble' was not found.  Defaulting to type error.

 Found on line 1184 of input from line 85 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/stdlib.h

 Type 'longlong__extension__' was not found.  Defaulting to type error.

 Found on line 1558 of input from line 626 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/stdlib.h

 Type 'longlong__extension__' was not found.  Defaulting to type error.

 Found on line 1558 of input from line 626 of file C:/MATLAB/SupportPackages/R2016a/MW_MinGW_4_9/x86_64-w64-mingw32/include/stdlib.h

 Type '_mexLocalFunctionTablePtr' was not found.  Defaulting to type voidPtr.

 Found on line 2665 of input from line 81 of file C:\\Program Files\\MATLAB\\R2016a\\extern\\include/mex.h

 Type 'ITMAX' was not found.  Defaulting to type error.

 Found on line 3138 of input from line 210 of file C:\\Users\\***\\Documents\\MATLAB\\Sparsenet\\cgf.c
*********
 Error using loadlibrary
Building cgf_thunk_pcwin64 failed.  Compiler output is:
C:\MATLAB\SupportPackages\R2016a\MW_MinGW_4_9\bin\gcc -I"C:\Program Files\MATLAB\R2016a\extern\include" -fexceptions -fno-omit-frame-pointer
-I"C:\Users\***\Documents\MATLAB\Sparsenet" -I"C:\Users\***\Documents\MATLAB\Sparsenet" "cgf_thunk_pcwin64.c" -o "cgf_thunk_pcwin64.dll"
-shared
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0x830): undefined reference to `__imp_ITMAX'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0x84d): undefined reference to `vector'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xa53): undefined reference to `frprmn'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xbc6): undefined reference to `free_vector'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc24): undefined reference to `mexErrMsgTxt'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc38): undefined reference to `mexErrMsgTxt'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc47): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc61): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc78): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xc8f): undefined reference to `mxGetScalar'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xcae): undefined reference to `mxGetScalar'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xccd): undefined reference to `mxGetScalar'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xd02): undefined reference to `mxGetScalar'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xd2d): undefined reference to `mxGetScalar'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xd59): more undefined references to `mxGetScalar' follow
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xd9b): undefined reference to `mxGetM'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xdb0): undefined reference to `mxGetN'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xdc9): undefined reference to `mxGetN'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xde8): undefined reference to `mxCreateDoubleMatrix_730'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xe01): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xe28): undefined reference to `mxCreateDoubleMatrix_730'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xe4e): undefined reference to `mxCreateDoubleMatrix_730'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xe74): undefined reference to `mxCreateDoubleMatrix_730'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xed5): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xef8): undefined reference to `mxGetPr'
C:\Users\***\AppData\Local\Temp\cc4JyfCI.o:cgf_thunk_pcwin64.c:(.text+0xf1b): undefined reference to `mxGetPr'
collect2.exe: error: ld returned 1 exit status

I am not a experienced program compiler at all. I just want to reproduce the results in that old paper. The authors had already post the code online, so there must be a way to run it. Anyone know how to overcome the current issues?