Where is GDB's gdbinit file when using cygwin?

Question

I would like to follow the answer in this question:

Permanently Change Disassembly Flavor in GDB

but it refers to a GDB file named .gdbinit. What is the equivalent file when using GDB through cygwin?

Answer 1

gdb help output tells you where it's looking at startup:

$ gdb --help | tail
                     Set GDB's data-directory to DIR.

At startup, GDB reads the following init files and executes their commands:
   * user-specific init file: /home/davidw/.gdbinit
   * local init file (see also 'set auto-load local-gdbinit'): ./.gdbinit

For more information, type "help" from within GDB, or consult the
GDB manual (available as on-line info or a printed manual).
Report bugs to "<http://www.gnu.org/software/gdb/bugs/>".

You can also get a little more information from within gdb with the command show autoload.

See also the online manual here.

Not really relevant to this question, but the reason I spent time looking into this was that, with cygwin, my .gdbinit seemd to be getting ignored. It turned out to be the command in my .gdbinit that was being ignored.