[Help-gsl] Undefined reference with Cygwin GSL

[AJ Bostian]

I wrote a program to do some statistical analysis which works OK under 
the i386-linux version of gsl-1.4 but not the cygwin version.  The 
structure of the program is as follows:

// myProgram.cc
//
#include "myOtherLib.cc"

int main(void) {
    ...
    price = GetThePrice(X)
    ...
}


// myOtherLib.cc
//
// #include <gsl/gsl_errno.h>
// #include <gsl/gsl_cdf.h>
//

// double GetThePrice(double X) {
    ...
    prob = gsl_cdf_ugaussian_P(X);
    ...
}

I compile using gcc-3.3.1 with the command
g++ -Wall -lgsl -lgslcblas -lm myProgram.cc

On my Redhat-8 machine, I get a successful compile and everything works 
great.  On my Cygwin machine, I get the error

/cygdrive/c/temp/ccvDaNBM.o(.text+0xc6):myProgram.cc undefined reference 
to '_gsl_cdf_ugaussian_P'
collect2: ld returned exit 1 status

I added -I/usr/include to the compile command (just in case) and nothing 
changed.  (Plus, I can't figure out why ther's an interpolated leading 
underscore.)  Any help is much appreciated.

Thanks,
AJ Bostian