This file is part of MXE.
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This patch has been taken from:
http://gcc.gnu.org/ml/gcc-patches/2010-06/msg00387.html
http://sourceforge.net/p/mingw/bugs/1809

diff -urN a/gcc/ginclude/float.h b/gcc/ginclude/float.h
--- a/gcc/ginclude/float.h	2009-04-09 17:00:19.000000000 +0200
+++ b/gcc/ginclude/float.h	2010-06-05 12:03:41.887724045 +0200
@@ -275,3 +275,17 @@
 #endif /* __STDC_WANT_DEC_FP__ */
 
 #endif /* _FLOAT_H___ */
+
+#ifdef __MINGW32__
+ /*
+  * the MinGW-supplied header, which is guarded by the
+  * _MINGW_FLOAT_H_ macro, may be found first, thus...
+  */
+#ifndef _MINGW_FLOAT_H_
+ /*
+  * ...when we didn't find the MinGW-supplied header first, we
+  * want to pull it in now; include_next should achieve this
+  */
+# include_next <float.h>
+#endif
+#endif