First, I got the error messages as follows,
==========================================================
$ mkoctfile hello.cc
/usr/lib/gcc/i686-pc-cygwin/4.3.2/../../../../i686-pc-cygwin/bin/ld: cannot find -loctave
collect2: ld returned 1 exit status
I found the solution from
Rename libctave.dll.a to liboctave.dll.a.
Then,
=========================================================
$ mkoctfile hello.cc
/usr/lib/gcc/i686-pc-cygwin/4.3.2/../../../../i686-pc-cygwin/bin/ld: cannot find -lreadline
collect2: ld returned 1 exit status
=========================================================
It seems to be I didn't have library readline.
I tried to install from Cygwin setup program,
libs/libreadline5 4.3-5 GNU readline and history libraries
libs/libreadline6 5.2.13-11 GNU readline and history libraries
But this doesn't solve my problem,
So I manually install the libraries,
Donwload packages,
And then, I got error messages as follows,
=========================================================
$ mkoctfile hello.cc
/usr/lib/gcc/i686-pc-cygwin/4.3.2/../../../../i686-pc-cygwin/bin/ld: cannot find -lgfortranbegin
collect2: ld returned 1 exit status
=========================================================
Go to Cygwin official site to search fortranbegin.
Then I have to install the package, devel/gcc4-fortran: Fortran subpackage.
Finally, I solved my problem ^^
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