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I am writing a program in windows in C++ in which users will be able to compile extensions in the form of dynamic-link libraries (windows), or shared object files (linux).
On windows, you use the LoadLibrary function to load a dll. Is it possible to do the same for .so files on windows and vice versa, load .dlls on linux?
The short answer is “No”
That is not about loading but about internal format of dynamic library like expected entry points. Each operating system support it’s own format. Hence it won’t work.
However on Linux there is some support for PE executable through Wine, and Wine program can use DLL. But that’s probably not what you are looking for.
On Windows there is also some support of ELF format through cygwin, and there is also some compilers that can load coff format (the one used on Unix before ELF). I used DJGPP for this a long time ago.