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How does one compile for Windows from Linux?

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That is, crossing compiling with a target of Windows from an environment like those provided by WSL, MSYS2, Cygwin (or of course a 'real' Linux OS). I can't seem to figure out a way if it's at all possible. I realize that System Studio provides icc as a Windows executable, but I cannot figure out a way to target Windows like one would with Mingw-w64.


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