SSH private key authentication in Windows

One day you need to connect from Windows machine to your server several times. You are too lazy to enter your secure 128-symbols password each time, so you want to set up a SSH connection. You know well how to do it:

ssh-keygen
cat ~/.ssh/id_rsa.pub >> ~/.ssh/authorized_keys

Then copy ~/.ssh/id_rsa to your Windows machine path C:\Users\User\.ssh\

After that everything should work, but surprisingly it does not. You try to get some debug information via adding -vvv key to ssh and finally see this:

debug3: no such identity: /.ssh/id_rsa: No such file or directory.

Here is the receipt to solve this issue. You need to set up your HOME environment variable. Add your C:\Users\User as %HOME% and SSH should start connecting using private key.

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