Suggested method gave me error on Ubuntu 16.04: E: Unable to locate package mingw32
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To install this package on Ubuntu please use following:
sudo apt-get install mingw-w64
After install you can use it:
x86_64-w64-mingw32-g++
Please note!
For 64-bit use: x86_64-w64-mingw32-g++
For 32-bit use: i686-w64-mingw32-g++