Try adding Windows support

.github/workflows/gradle.yml

@@ -63,3 +63,37 @@ jobs:
           restore-keys: ${{ runner.os }}-konan-1.4.20-eap-37
       - name: Build with Gradle
         run: ./gradlew -Dorg.gradle.daemon=false --build-cache :kmath-gsl:cinteropLibgslNative build
+
+  build-windows:
+    runs-on: windows-latest
+
+    steps:
+      - uses: actions/checkout@v2
+      - name: Set up JDK 11
+        uses: actions/setup-java@v1
+        with:
+          java-version: 11
+      - name: Install gsl
+        run: c:\msys64\usr\bin\pacman --noconfirm -S mingw-w64-x86_64-gsl
+      - name: Add msys to path
+        # msys installed on default image but not in path
+        run: SETX PATH "%PATH%;C:\msys64\mingw64\bin"
+      - name: Cache gradle
+        uses: actions/cache@v2
+        with:
+          path: |
+            ~/.gradle/caches
+            ~/.gradle/wrapper
+          key: gradle_6_6_1
+          restore-keys: gradle_6_6_1
+
+      - name: Cache konan
+        uses: actions/cache@v2
+        with:
+          path: |
+            ~/.konan/dependencies
+            ~/.konan/kotlin-native-prebuilt-mingw-1.4.20-eap-37
+          key: ${{ runner.os }}-konan-1.4.20-eap-37
+          restore-keys: ${{ runner.os }}-konan-1.4.20-eap-37
+      - name: Build with Gradle
+        run: ./gradlew -Dorg.gradle.daemon=false --build-cache :kmath-gsl:cinteropLibgslNative build

kmath-gsl/build.gradle.kts

@@ -5,9 +5,12 @@ plugins {
 }
 
 kotlin {
-    val nativeTarget = when (System.getProperty("os.name")) {
-        "Mac OS X" -> macosX64("native")
-        "Linux" -> linuxX64("native")
+    val hostOs = System.getProperty("os.name")
+
+    val nativeTarget = when {
+        hostOs == "Mac OS X" -> macosX64("native")
+        hostOs == "Linux" -> linuxX64("native")
+        hostOs.startsWith("Windows") -> mingwX64("native")
         else -> throw GradleException("Host OS is not supported in Kotlin/Native.")
     }