According this page, the alternative macro is __func__ or __FUNCSIG__ or __FUNCTION__.
So far,
even if defining macro with reserved leading & trailing __ does not belong to best C++ practices,
as a workaround,
I've just added something like this before using #include <mipp.h>:
#if defined(_MSC_VER)
#define __PRETTY_FUNCTION__ __FUNCSIG__
#endif // _MSC_VER
Thanks for this fantastic library.