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first off, gmon.out is created when you run the program, not when you compile it.
Now, to run gprof, you need 2 things, an executable, and gmon.out file created
after you've ran the executable at least once (you can run it many times and it
will accumulate the results). Once you get those 2 files, do:
% gprof scan gmon.out
If you don't specify any arguments, gprof will assume executable name
is 'a.out' and profile name is 'gmon.out', but their order is significant. In your
case, gprof thinks that gmon.out is your executable, and so it chokes.
Use -rdynamic or -static option with the compiler.
I faced the same problem as posted by hemant and erwin. The solution is to use one of the following along with the -pg option:
* The -static option to gcc, if you are not using dynamic linking.
* If you are using dynamic linking, then use the -rdynamic option to gcc. This adds the global symbol table to the executable that is generated. I think this should have been on by default, when the -pg option is used.