The thermal drifts caused by the power dissipated by the mechanical guiding systems are the main limit on the accuracy of an ultrahigh precision cylindricity measuring machine. For this reason, a high-precision compact prototype, henceforth high-precision setup, has been designed to simulate the behavior of the cylindricity measurement machine. It uses in situ calibration of capacitive displacement probes by comparison with four laser interferometers. The setup includes three heating wires for simulating the powers dissipated by the mechanical guiding systems, 19 platinum resistance thermometers (Pt100) to measure temperature propagation inside the setup and four Pt100 sensors to monitor the ambient temperature. The calibration tests carried out under several different conditions reveal that residual errors of the capacitive probes are usually less than 5 nm. The simulation of the cylindricity measurements also indicates that the thermal expansion is a few nanometers.