Problem with running mlpack sample program - c++

Question

I have installed mlpack via msys2.
Also I have installed gcc via msys2.
Made a simple program in c++ from the code on mlpack website
// This is an interactive demo, so feel free to change the code and click the 'Run' button.
// This simple program uses the mlpack::neighbor::NeighborSearch object
// to find the nearest neighbor of each point in a dataset using the L1 metric,
// and then print the index of the neighbor and the distance of it to stdout.
#include <C:\msys64\mingw64\include\mlpack\core.hpp>
#include <C:\msys64\mingw64\include\mlpack\methods\neighbor_search\neighbor_search.hpp>
using namespace mlpack;
using namespace mlpack::neighbor; // NeighborSearch and NearestNeighborSort
using namespace mlpack::metric; // ManhattanDistance
int main()
{
// Load the data from data.csv (hard-coded). Use CLI for simple command-line
// parameter handling.
arma::mat data("0.339406815,0.843176636,0.472701471; \
0.212587646,0.351174901,0.81056695; \
0.160147626,0.255047893,0.04072469; \
0.564535197,0.943435462,0.597070812");
data = data.t();
// Use templates to specify that we want a NeighborSearch object which uses
// the Manhattan distance.
NeighborSearch<NearestNeighborSort, ManhattanDistance> nn(data);
// Create the object we will store the nearest neighbors in.
arma::Mat<size_t> neighbors;
arma::mat distances; // We need to store the distance too.
// Compute the neighbors.
nn.Search(1, neighbors, distances);
// Write each neighbor and distance using Log.
for (size_t i = 0; i < neighbors.n_elem; ++i)
{
std::cout << "Nearest neighbor of point " << i << " is point "
<< neighbors[i] << " and the distance is " << distances[i] << "." << std::endl;
}
return 0;
}
Trying to run this program as follows,
g++ nearest-neighbour.cpp -o nearest-neighbour -std=c++11 -larmadillo -l mlpack -lomp
I get the following error while executing the executable.
After installing dependency walker I see the above procedure as flagged in red colour, I dont know what it means.
This time I have used below command to compile,
g++ -std=c++11 nearest_neighbour.cpp -o nearest_neighbour.exe -larmadillo -llapack -fopenmp -lmlpack -lboost_serialization-mt -lopenblas