This is a seemly trivial question but I can\'t find a simple way to accomplish this.
I have my .gdbinit file defined in the same directory as where gdb.
.gdbinit
I use CodeSourcery arm-none-eabi-gdb.exe on Windows 7. Following the above instructions did not work in my case. Below command worked:
arm-none-eabi-gdb.exe -x D:\CodeSourcery\bin\.gdbinit