[gdal-dev] Build with MinGW in Linux

[Ari Jolma]

My PR https://github.com/OSGeo/gdal/pull/265 currently fails on MinGW 
cross compilation and on Windows (AppVeyor) while running a test 
involving gdal.Translate (python code). The error is "ValueError: 
Received a NULL pointer." which is from the Swig bindings.

How could I study the issue on my own Linux? I.e., how do I setup a 
MinGW cross-compilation setup, are there instructions somewhere? I could 
do that on a virtual machine but rather not in Windows. I've compiled 
years ago on MinGW but that was in Windows and it seems that 
cross-compilation (like Travis is doing) has improved lately.

Ari