To determine whether a file contains such an index, use the command "readelf -S filename": the index is stored in a section named ".gdb_index". The index file can only be produced on systems which use ELF binaries and DWARF debug information (i.e., sections named ".debug_*").
gdb-add-index uses GDB and objdump found in the PATH environment variable. If you want to use different versions of these programs, you can specify them through the GDB and OBJDUMP environment variables.
See more in the GDB manual in node "Index Files" --- shell command "info -f gdb -n "Index Files"".
info gdb
should give you access to the complete manual.
Using GDB: A Guide to the GNU Source-Level Debugger, Richard M. Stallman and Roland H. Pesch, July 1991.
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