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1. Compile and install libexpat

• Download source code of libexpat from the official website: https://expat.sourceforge.net/
• Boot MinGW virtual machine.
• Import expat-2.1.1.tar.gz into the virtual machine and copy it to C:\MinGW\msys\1.0\opt folder
• Open MSYS shell and run the following commands:

  cd /opt
  tar zxf expat-2.1.1.tar.gz
  cd expat-2.1.1
  ./configure
  make
  make install
  cd ..
  rm -rf expat-2.1.1
  rm expat-2.1.1.tar.gz
  exit

2. Prepare to build GDB

• Assign the following contents to the C:\MinGW\msys\1.0\opt\crosstool\src\build_cross_toolchain.sh:

  #!/bin/bash
  export PATH=.:/usr/local/bin:/bin:/c/MinGW/bin
  export PATH=$PATH:/c/WINDOWS/system32:/c/WINDOWS
  export PATH=$PATH:/c/WINDOWS/System32/Wbem
  export TARGET=arm-linux-gnueabihf
  export PREFIX=/opt/crosstool/gcc-4.9.2-glibc-2.19/$TARGET
  
  cd /opt/crosstool/src/build-gdb
  find . -delete
  cp -R ../gdb-7.7.1/. .
  ./configure --prefix=$PREFIX --target=$TARGET --with-expat --with-libexpat-prefix=/usr/local
  if [ "$?" -ne "0" ]; then
      echo "=== build script: failed to configure cross-gdb-client ==="
      exit 1
  fi
  make
  if [ "$?" -ne "0" ]; then
      echo "=== build script: failed to make cross-gdb-client ==="
      exit 1
  fi
  make install
  if [ "$?" -ne "0" ]; then
      echo "=== build script: failed to install cross-gdb-client ==="
      exit 1
  fi
  
  cd /opt/crosstool/src/build-gdb/gdb/gdbserver
  export CC=$PREFIX/bin/$TARGET-gcc
  export LDFLAGS=-static
  ./configure --host=$TARGET
  if [ "$?" -ne "0" ]; then
      echo "=== build script: failed to configure cross-gdb-server ==="
      exit 1
  fi
  make
  if [ "$?" -ne "0" ]; then
      echo "=== build script: failed to make cross-gdb-server ==="
      exit 1
  fi
  cp ./gdbserver $PREFIX/usr/bin
  cp ./gdbreplay $PREFIX/usr/bin
  
  echo "=== build script: OK ==="
  
  

3. Build GDB

• Run C:\MinGW\msys\1.0\opt\crosstool\src\build_cross_toolchain.cmd and wait until it completes.
• Replace TARGET=arm-linux-gnueabihf with TARGET=arm-linux-gnueabi in build_cross_toolchain.sh, then run & wait for build_cross_toolchain.cmd again.
• If there are no errors, shutdown the MinGW VM and make snapshot "SNAP-F".

>> Read next section or buy already prepared cross-compiler (€10) to save your time.