Is it it posiible to combine the C++ algorithm code, the MYSQL source code and the UDF code into a single DLL/SO?

[Frank Chang]

Good afternoon, We developed a C++ class algorithm and code together with
sqlite3.c and the sqlite C/C++ UDFs. Everything is combined into a single
Windows DLL/UNIX-LINUX SO

Now we would like to change from SQLite to MySQL to take advantage of
MySQL's ability to do parallel writes on separate threads.

We would still like to combine our c++ algorithm class code, MySQL.c (I am
not sure of the exact name) and the MySQL C/C++ UDFS into a single Windows
DLL/ Unix-Linux SO.

If so, How can this be done? Thank you,