works with cygwin and x86_64-w64-mingw32-gcc/x86_64-w64-mingw32-g++
from the package installer of cygwin.
To use that add the following lines to .bash_profile
export CC=x86_64-w64-mingw32-gcc
export CXX=x86_64-w64-mingw32-g++
you also need cmake from cygwin