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I'm on Windows 7, 64-bit. Can I run the Linux Fortran compiler for Intel with Cygwin?

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While Cygwin provides a POSIX-compatible layer for source code and scripts, it does not provide an ELF loader nor does it implement the Linux ABI, therefore it cannot run Linux binaries.

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no (because cygwin binaries are WINDOWS binaries).

but you can setup a virtual machine (with virtualbox.org), install linux in it and then run the fortran compiler.

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Better (easier to install and configure) than cygwin is http://andlinux.org and you can get intel fortran compilers through andlinux.

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Yes, GCC (including GFortran) supports Cygwin, see: http://gcc.gnu.org/install/specific.html#x-x-cygwin

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