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I was trying to install/compile libraries such as igraph and SNAP in Windows 7 using Cygwin (and also tried MinGW-MSYS) and I ran into some problems.

I think I have narrowed down the problem to this error given by ./configure :

checking sys/times.h usability... no
checking sys/times.h presence... no
checking for sys/times.h... no
In Cygwin, /usr/include/sys/times.h actually do exists. I googled about this for MinGW and it seems that sys/times.h is not available for MinGW because "the POSIX/BSD "times" function is not part of the ANSI standard and does not exist under Mingw32 runtime".
As an experiment, I tried compiling this C code in Cygwin using gcc:
#include <stdio.h>
#include <sys/times.h>
int main (void) 
      return 0;
This does not compile, with the error sys/times.h no such file or directory. This happens even when I change the include to </usr/include/sys/times.h> or <usr/include/sys/times.h>. In the Cygwin command promot /usr/include/sys/times.h work correctly.
Question
How do I get sys/times.h usability and presence? Is there a package or library I can install?
                @H2CO3 - fatal error: /usr/include/sys/times.h: No such file or directory. But I think Jason (below) got the answer.
– Legendre
                Oct 5, 2012 at 20:23
Your code compiles with no problem on my Cygwin. Actually /usr/include is one of the default include search paths for gcc, so normally gcc should be able to find sys/times.h. 
Perhaps you are using MinGW version of gcc instead of Cygwin gcc? Try which gcc to make sure it's /usr/bin/gcc, and also gcc --version to make sure it does not display like mingw32-gcc.exe (GCC) x.x.x.
You can also try to compile your C file with verbose output:
gcc -v test.c
It shows how gcc searches include files. /usr/include should be one of the search path list if you use Cygwin's gcc.
                which gcc gives /cygdrive/c/Python27/Scripts/gcc! gcc -v test.c shows that its searching in my python27 mingw folders! (?!) Thanks! I think we found the problem. How do I get Cygwin to use the correct version?
– Legendre
                Oct 5, 2012 at 20:27
                Look at your PATH variable: echo $PATH. Make sure /usr/bin comes earlier than /cygdrive/c/Python27/Scripts. If not, you need to modify your Cygwin ~/.bashrc and/or your Windows PATH environment variable. The simpliest way may be just put this line in the top of your ~/.bashrc: export PATH=/usr/bin:$PATH.
– Penghe Geng
                Oct 5, 2012 at 20:56
                I am accepting your answer because it identified the problem. I am still trying to figure out how to edit $PATH, which from what I googled is not easy and will take some time to learn. But thank you so much for your input, I was stuck for so long on this. +1!
– Legendre
                Oct 6, 2012 at 10:03
                Thank you! I would never find that I use MinGW compiler instead of cygwin-gcc without your answer. Thanks!
– Roman Rader
                Aug 9, 2013 at 15:11
                @Legendre Edit $PATH by going to Control Panel > System > Advanced system settings > Environment Variables. Here you can edit any environment variable including PATH. It actually is quite easy, each variable is just a string of semi-colon separated paths.
– Rapnar
                Oct 8, 2015 at 16:05
As I found out, there seems to be some intrinsic problems with this issue, and sys/times.h is not supposed to be used under windows (not supported for some reason). 
As I mentioned also here, it's use should actually be removed from the code to make it compile.
I had this same problem. Delete the folder C:\cygwin64 . Reinstall cygwin. Choose all defaults but when you get to 'Select Packaages', make sure to search and select the following one by one: binutils , make , gcc-g++ . For each one, select the dropdown and change form 'skip' to the newest version. Continue until you complete the installation. Everything worked for me from there.
        
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