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   general info
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mingw32-w32 is in Debian

http://man.gnusquad.org/i586-mingw32msvc-ar/section-1/en/

64-bit mingw32 build instructions:
http://www.cadforte.com/wiki/index.php/How_to_build

building libraries:
http://wiki.njh.eu/Cross_Compiling_for_Win32

http://stackoverflow.com/questions/1399252/boost-cross-compile-from-linux-to-windows

in my user-config.jam: "using gcc : m : i586-mingw32msvc-g++ ;". I then run: "bjam toolset=gcc-m target-os=windows variant=debug --with-program_options".     
So the whole command is: "./bjam --layout=system variant=release threading=multi link=shared runtime-link=shared toolset=gcc target-os=windows threadapi=win32 stage". cannot compile these libraries: -graph -graph_parallel -iostreams -math (partly) -python The others can be compiled.

use --without-xxx to disable building unneeded libraries

boost build:
./bootstrap

./bjam --layout=system variant=release threading=multi link=shared runtime-link=shared toolset=gcc target-os=windows threadapi=win32 --without-graph --without-graph_parallel --without-iostreams --without-math --without-python stage

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   how to compile stuff on debian mingw32-w32
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make line:
PATH=/usr/i586-mingw32msvc/bin:$PATH \ 
make CC=i586-mingw32msvc-gcc AR=i586-mingw32msvc-ar \
     RC=i586-mingw32msvc-windres

for libz, the last line is:
i586-mingw32msvc-ar qs libz.a adler32.o \
    compress.o crc32.o gzio.o uncompr.o \
    deflate.o trees.o zutil.o inflate.o \
    infback.o inftrees.o inffast.o

make install PREFIX=/usr/i586-mingw32msvc


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   how to compile stuff on debian mingw32-w64
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make line:
PATH=/usr/x86_64-w64-mingw32/bin:$PATH \
    make CC=x86_64-w64-mingw32-gcc AR=x86_64-w64-mingw32-ar \
    RC=x86_64-w64-mingw32-windres

for libz, the last line is:
x86_64-w64-mingw32-ar qs libz.a adler32.o \
    compress.o crc32.o gzio.o uncompr.o   \
    deflate.o trees.o zutil.o inflate.o   \
    infback.o inftrees.o inffast.o


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   compile minisat
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i586-mingw32msvc-g++ -O3 -march=i586 -DVERSION=\"2.5.1\" -DCROSS_COMPILE  \
    -I../mtl/ -I../MTRand/ Main.C /usr/i586-mingw32msvc/lib/libz.a \
    Logger.cpp Solver.cpp  ClauseCleaner.cpp FindUndef.cpp \
    PackedRow.cpp RestartTypeChooser.cpp MatrixFinder.cpp Gaussian.cpp \
    VarReplacer.cpp XorFinder.cpp SmallPtr.cpp Clause.cpp PartHandler.cpp \
    Subsumer.cpp XorSubsumer.cpp FailedVarSearcher.cpp PartFinder.cpp \
    StateSaver.cpp -o cryptominisat.exe

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   useful for examining archives:
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i586-mingw32msvc-nm libz.a
i586-mingw32msvc-objdump -G libz.a


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Useful
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./configure --host=x86_64-pc-linux --target=x86_64-pc-mingw32