I use MATLAB 2012a. I need to compile a mex file in my program. Everything works fine with Microsoft SDK 7.1 but I need a minor compiler in order to work my program in other computers. Suggested compilers on MathWorks website are compilers that need to be installed as packages. Is there any compilers that work stand-alone and don't need to be installed?
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You can use MinGW, but it is not straightforward. See this Q&A. The accepted answer suggest to compile and link MEX files outside of MATLAB, which is fine, but it's simple to just create mexopts.bat to do this.
A good mexopts.bat for MING is hosted here. Pick a MINGW distribution from win-builds and set the paths in mexopts. Then you can use
mex -setupwith this file.gnumex is a disaster, IMO.