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gdb is free software, protected by the gnu General Public License (GPL). The GPL gives you the freedom to copy or adapt a licensed program—but every person getting a copy also gets with it the freedom to modify that copy (which means that they must get access to the source code), and the freedom to distribute further copies. Typical software companies use copyrights to limit your freedoms; the Free Software Foundation uses the GPL to preserve these freedoms.
Fundamentally, the General Public License is a license which says that you have these freedoms and that you cannot take these freedoms away from anyone else.