See this post on beginner's list:
http://tech.groups.yahoo.com/group/ocaml_beginners/message/6905


On Wed, Oct 15, 2008 at 4:14 PM, Harrison, John R <john.r.harrison@intel.com> wrote:
This discussion of dynamic loading in 3.11 reminded me of a more basic
question I meant to ask, but never did. On certain platforms, e.g. all
Linuxes I've ever used, the following works in a plain OCaml toplevel:

 #load "nums.cma";;

On other platforms, notably Cygwin, it doesn't. (At least, for OCaml
3.10 on my version of Cygwin, which is not very old.)

 # #load "nums.cma";;
 Cannot load required shared library dllnums.
 Reason: dllnums.so: dynamic loading not supported on this platform.

I was sure that Mac OS X was among the platforms where this *doesn't*
work, based on experiments a year or two ago. However I recently found
that apparently it *does* after all work on my Mac. Since the original
experiments I've upgraded the Mac to Leopard, and maybe I've even
changed my OCaml version, though I don't remember for sure. Am I just
plain wrong, or has this really only started to work recently?

John.

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