With g++ with -g option, I can use gdb for debugging purposes.
What\'s the equivalent to this option with Visual Studio 2010 cl.exe compiler?
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You're looking for one of the debug information generation options (/Z7, /Zi or /ZI).
If you use one of those, you should also pass the /DEBUG option to the linker.
You will also need to link against the debug version of the runtime libraries (/MDd or /MTd). This is important because these versions are different from their release counterparts (e.g. their memory allocations routines are not compatible).