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Here's the description of what gdb does during session startup:
Init files use the same syntax as command files (see Command Files) and are processed by gdb in the same way. The init file in your home directory can set options (such as `set complaints') that affect subsequent processing of command line options and operands. Init files are not executed if you use the `-nx' option (see Choosing Modes).
The gdb init files are normally called .gdbinit. The DJGPP port of gdb uses the name gdb.ini, due to the limitations of file names imposed by DOS filesystems. The Windows ports of gdb use the standard name, but if they find a gdb.ini file, they warn you about that and suggest to rename the file to the standard name.
[1] On
DOS/Windows systems, the home directory is the one pointed to by the
HOME
environment variable.