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Cygwin is a Unix-like environment and command-line interface for Microsoft Windows. Its core is the cygwin1.dll library which provides POSIX functionality on top of the Win32 API. It can be used as a build environment which targets Windows directly and which output doesn't depend on cygwin1.dll.
Installation is done through cygwin's package manager: setup.exe.
As part of the numerous packages in cygwin, there are cross-compilation toolchains which target both 32 bits and 64 bits; there name start with “mingw64-”.
Once they are installed, they should be used according to the general cross-compilation approach.
Cygwin - cross-compiler in a complete POSIX environment
|Runs On||Builds for||GCC Version||CRT||Languages||C11/C++ Threading||Package Manger||Installation|
|Cygwin||i686, x86_64||4.8.3||3.3.0||Ada, C, C++, Fortran, Objective-C||yes||Yes||Cygwin.com|
Additional Software: bzip2, libgcrypt, libgpg-error, minizip, xz, zlib.