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Cygwin CMake Error cygmpfr-4.dll missing

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In case you run into the following error message when trying to run cmake in cygwin bash be sure the setup libmpfr4 via setup.exe:

/usr/lib/gcc/i686-pc-cygwin/4.5.3/cc1.exe: error while loading shared libraries: cygmpfr-4.dll: cannot open shared object file: No such file or directory

As always, make sure to restart your Cygwin bash afterwards.