Using GSL with cygwin g++

Question

Hello, trying to get the Gnu Scientific Library (gsl) to work in cygwin g++.

Cygwin is installed and updated with all default parameters and includes gsl:runtime, gsl-apps and gsl-doc. I am trying the example program given in the gsl website:

http://www.gnu.org/software/gsl/manual/html%5Fnode/An-Example-Program.html

include

 #include <gsl/gsl_sf_bessel.h>
 int
 main (void)
 {
   double x = 5.0;
   double y = gsl_sf_bessel_J0 (x);
   printf ("J0(%g) = %.18e\n", x, y);
   return 0;
 }

Would anyone be so kind as to give me a version of the above program that actually works with g++? The header file is nowhere to be found with this default installation. How do I access the dll?

I also tried to install the non-default 'gsd-devel' (the developper tools), which gives me access to the header file but when I compile I am getting "Undefined reference to 'gsl__sf_bessel_J0'", even though the header file is found.

Any help greatly appreciated!