How to write a c++ application using cygwin?

[Hermann Schloss]

Hello everyone,

 

I’d like to rephrase my question from few days ago.

 

For my master thesis I have to write a c++ application solving Linear Least Squares Problems with Inequality and Equality constraints (LSI, LSE, LSIE) so I need much more than, just to invert a matrix (SVD; QR (UPDATE), Givens,...).

 

I installed cygwin and octave on my pc according to READMY.Windows directions from John W. Eaton.

 

The question now is, how can I create an application (for example see below) using octave under cygwin?

 

#include <iostream>

#inlcude <octave/config.h>

#include <octave/Matrix>

 

using namespace std;

 

int main()

{

            Matrix m = (3,2);

            // filling the matrix

            Matrix n = m.inverse();

            cout   << n;

            return 0;

}

 

How would I compile this application? What should I link during compilation? Can I also create Windows .exe files with cygwin?

 

Please give me some hints.

 

Thanks a million

 

Hermann