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I installed Cygwin but it appears the mirror I chose my packages from had very old versions on it. I am running g++ 3.4.4 but the latest release is 4.8.0

Whenever I went on the g++ website the .tar's they had for 4.8 were ~100MB; I downloaded and it contained thousands of files. I thought all I had to do was replace g++.exe from Cygwin's /bin/ directory, but it appears it's more complicated.

Or am I missing something / is there an easier way?

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Why don't you run the cygwin setup.exe again and choose a different mirror? If you just click through, all your installed packages get updated. This usually works flawlessly for me, but I don't know for sure, if it works if you upgrade from such an old version. Reinstallation is no possibility? – mpy May 31 '13 at 18:35
The only thing for download at the GCC web site is the source code. They link to sites with binaries here including Cygwin. – Daniel Beck May 31 '13 at 18:35
Btw, the current version of g++ in the cygwin repo is 4.5.3 (updated just now via "TU Dresden" mirror.) – mpy May 31 '13 at 18:43

The gcc4-* packages currently provide the 4.x versions of GCC. 4.7.2 is currently available as a test release, which can be installed in setup.exe by toggling the version number of each of the gcc4-* packages until the 4.7.2 version is indicated.

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