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I installed Octave on my windows machine last year in order to participate in Stanford's Open Classroom Machine Learning course and was surprised to find all of

I installed Octave on my windows machine last year in order to participate in Stanford's Open Classroom Machine Learning course and was surprised to find all of the gnu-tools installed (MinGW) and that they worked seamlessly in the Cmd console or in Powershell. As much as I love Linux and find that I learn much more about C and computers in general by using Linux, it isn't as difficult to go back and forth as you say.

cygx 15y ago
While MinGW is great for some things, I prefer Cygwin, which is more complete and the package manager is a particular godsend. It's common for Windows ports to package their own MinGW version (Strawberry Perl, MSYS-Git, ...), which is less than awesome, but you can compile the things you need from source. It's often a bit tricky, though (I used to compile Git and Perl from source because at the time the Cygwin packages were either non-available or outdated, but it's not for the faint of heart). As Cygwin comes with MinGW cross-compiler packages, I no longer keep a separate MinGW/MSYS environment around, and I'm reasonably happy with this setup.