mkdir ~/mysql
cd ~/mysql
nano version.c
#include <my_global.h>
#include <mysql.h>
int main(int argc, char **argv)
{
  printf("MySQL client version: %s\n", mysql_get_client_info());
  exit(0);
} 
mips-openwrt-linux-uclibc-gcc version.c -o version  \
-I${CFLAGS}/mysql -DBIG_JOINS=1  -fno-strict-aliasing   -g \
-L${LDFLAGS}/mysql  \
-L${LDFLAGS} -lmysqlclient -lpthread -lz -lm -lrt -ldl \
-Wl,-rpath-link=${LDFLAGS}
mips-openwrt-linux-uclibc-strip version
scp version root@192.168.0.102:/mnt/sda1

Arduino Yun:

opkg update
opkg install libmysqlclient
root@Arduino:/# /mnt/sda1/version
MySQL client version: 5.1.53