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Aug 30, 2014 · MinGW-w64 only provides their source code, but no binaries to "just use" the compiler. MinGW-builds is a somewhat separate project to provide binaries in the most useful configurations. To get a specialized build of MinGW-w64, manual compiling is still possible.
The only advantage is that you get a statically-linked CRT — versus linking against an old msvcrt.dll per Mingw-w64 — though historically Microsoft's UCRT has been kind of buggy, and those bugs then get baked into your binaries. MSVC code generation quality is almost on par with GCC and Clang. It doesn't quite support C99 and probably never will.
Mingw-w64 can be run natively on Microsoft Windows, cross-hosted on Linux (or other Unix), or "cross-native" on MSYS2 or Cygwin. Mingw-w64 can generate 32-bit and 64-bit executables for x86 under the target names i686-w64-mingw32 and x86_64-w64-mingw32 .
For mingw, you want to download and install MSYS2. Using the builtin terminal, search for gcc pacman -Ss gcc. You can install gcc for "mingw32", "mingw64", or "ucrt64"; I always use "ucrt64" pacman -S ucrt64/mingw-w64-ucrt-x86_64-gcc.
What is the difference between installing CMake through cmake.org vs. MSYS2? If you take a look at the PKGBUILD file for mingw-w64-cmake base package, you'll see that it applies some patches that make sense for MinGW. Most notably, it makes Ninja the default build generator instead of Visual Studio.
They are costly in terms of build environment setup when cross compiling, if you have to cross compile each library individually. But there is MXE. It builds a cross compiler and a large selection of platform independent libraries (like boost, QT, and lots of less notable libraries).
Standalone MinGW-w64+GCC builds for Windows, built from scratch (including all dependencies) natively on Windows for Windows. Downloads are archive files (.zip or .7z). No installation is required, just extract the archive and start using the programs in mingw32\bin or mingw64\bin.