JFYI:
Compiling libgrx under the latest Cygwin (1.7.16-1) produces the following error:
gcc -c -O2 -fno-strict-aliasing -Wall -I../include speedtst.c -o speedtst.o speedtst.c:32:20: fatal error: values.h: No such file or directory compilation terminated. makefile.w32:81: recipe for target `speedtst.o' failed make[1]: *** [speedtst.o] Error 1
Replacing <values.h> with <limits.h> (at test/speedtest.c:32) solves the problem.
Cheers, AL