Issue when using an external GPS

In bench testing with Windows PC and an external GPS I have found that direction is from tracking heading. There is no built in magnetic compass. So GPS generates a heading based on GPS readings. This means that if you are not moving the heading may or may not be correct. Tablets and phones do not suffer from this problem as they have a compass as well as GPS.

I have tried navigation in past without a compass system and frankly it can be a pain at times especially if moving at slow speeds.

Does anyone know of solution for a magnetic compass?