Compile mysql client under cygwin with cmake
apt-cyg install make cmake gcc4-core gcc4-g++ libncurses-devel libncursesw-devel readline libstdc++6 libstdc++6-devel
mkdir -p /usr/local/src
mkdir -p /usr/local/mysql
cd /usr/local/src
wget http://dev.mysql.com/get/Downloads/MySQL-5.5/mysql-5.5.9.tar.gz/from/http://mirrors.ircam.fr/pub/mysql/
find . -type f -name "*.tar.gz" -exec tar -zxvf {} ;
find . -type d -name "mysql-*" -exec cd {} ;

CC=gcc; CFLAGS=-O3 ; CXX=gcc ; CXXFLAGS=-O3; export CC CFLAGS CXX CXXFLAGS

cmake . -DCMAKE_INSTALL_PREFIX=/usr/local/mysql -DWITH_EMBEDDED_SERVER=0 -DWITH_LIBEDIT=0 -DISABLE_SHARED=1

[ 86%] Building CXX object sql/CMakeFiles/mysqld.dir/main.cc.o
Linking CXX executable mysqld.exe
Creating library file: libmysqld.dll.a
libsql.a(mysqld.cc.o):mysqld.cc:(.rdata$_ZTV12Comp_creator[vtable for Comp_creator]+0x10): undefined reference to `___cxa_pure_virtual'
collect2: ld returned 1 exit status
make[2]: *** [sql/mysqld.exe] Error 1
make[1]: *** [sql/CMakeFiles/mysqld.dir/all] Error 2