Run gdb-calling scripts with M-x gdb

[Jordi Gutiérrez Hermoso]

GNU Octave provides a run-octave script in its build directory which
is convenient for running Octave in-place without running make
install. One of the option that run-octave can take is -g which starts
Octave inside a gdb script.

I'd like to be able to debug Octave with gud-mode. If I do "M-x
gud-gdb" and provide ./run-octave -g, I seem to sort of get something
that works, but doesn't take me to Octave's source in a buffer when I
do "frame N" in a stack trace. Thinking it might be a limitation of
"M-x gud-gdb", I tried "M-x gdb" instead, again giving "run-octave -g"
as the parameter for how to run gdb. Unfortunately, this doesn't seem
to setup IO properly, as I'm unable to issue commands to gdb from the
Emacs buffer when invoked this way.

I think this could be a bug of M-x gdb (I don't really understand gud
or pre-gud debugging in Emacs, so forgive me if I'm using the wrong
terminology here). Shouldn't it be able to setup I/O properly even if
it's called by invoking a script that in turn invokes gdb?

Thanks,
- Jordi G. H.