What is the best way to create a cross toolchain running on mingw?

[David Daney]

I want to build a mipsel-linux targeted toolchain that runs on mingw.

My first thought was to build it on my i686-pc-linux-gnu system.  I have 
a i386-mingw32msvc targeted toolchain running on my linux system so I 
thought that I could do:

../gcc-3.4.3/configure  --target=mipsel-linux --build=i686-pc-linux-gnu 
--host=i386-mingw32msvc ...

However I get:

i386-mingw32msvc-gcc   -g -O2 -DIN_GCC -DCROSS_COMPILE  -W -Wall 
-Wwrite-strings -Wstrict-prototypes -Wmissing-prototypes -pedantic 
-Wno-long-long    -DHAVE_CONFIG_H    -I. -I. -I../../gcc-3.4.3/gcc 
-I../../gcc-3.4.3/gcc/. -I../../gcc-3.4.3/gcc/../include -I../intl  \
-DTARGET_MACHINE=\"mipsel-linux\" \
-c ../../gcc-3.4.3/gcc/collect2.c -o collect2.o
../../gcc-3.4.3/gcc/collect2.c: In function `handler':
../../gcc-3.4.3/gcc/collect2.c:427: warning: implicit declaration of 
function `kill'
../../gcc-3.4.3/gcc/collect2.c: In function `scan_prog_file':
../../gcc-3.4.3/gcc/collect2.c:2016: warning: implicit declaration of 
function `pipe'
../../gcc-3.4.3/gcc/collect2.c:2039: warning: implicit declaration of 
function `fork'
../../gcc-3.4.3/gcc/collect2.c:2055: warning: passing arg 2 of `execv' 
from incompatible pointer type
../../gcc-3.4.3/gcc/collect2.c:1994: warning: unused variable `quit_handler'


Would I be better off to try building on the mingw host itself?  Or 
should I just go back and use cygwin?

Any advice appreciated.

TIA,
David Daney

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