+Option 2. MinGW-w64 Toolchain
+-----------------------------
+
+Obtain the latest version from
+`MinGW-w64 website <http://mingw-w64.org/doku.php/download>`_.
+On Windows, install to a folder without spaces in its name, like ``C:\MinGW``.
+This path is assumed for the rest of this guide.
+
+Version 4.0.4 for Ubuntu 16.04 cannot be used due to a
+`MinGW-w64 bug <https://sourceforge.net/p/mingw-w64/bugs/562/>`_.
+
+