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Valgrind: tracking the origin of undefined values

Today I was wondering if one of those warnings about uninitialized values was located in library code or in my own code, and I noticed a new message in Valgrind’s output:

Use –track-origins=yes to see where uninitialised values come from

This feature was first added to Valgrind 3.4.0 back in January, and it’s great! I wish I had known it before, because it would have spent me a few headaches in the past months, so I decided to write it here just in case I can help someone :)