Recently some work has been done in maintaining a unified build system mxe-octave (a fork of [http://mxe.cc/ MXE]) which anyone can use to produce cross as well as native builds of GNU Octave for Windows and Mac OS X platforms. This page contains instructions about creating a Windows installer using mxe-octave.
==Installing requirements of MXE Octave==
The NSIS package contains some native tools that are currently 32-bit only. In order to build these on a 64-bit system, multi-lib support must be enabled in the compiler toolchain. However, not all operating systems support this. Since no other packages depend on it, the remainder of MXE can be successfully built by simply specifying an empty build rule:
Steps to create Windows Installer
# Install all requirements for compiling GNU Octave. (Some help for [[Debian]] users)
# hg clone http://hg.octave.org/mxe-octave/
# cd mxe-octave
# ./mk-dist --installer