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I've generated a preprocessor out using the -Ecommand.

Is it possible to compile exactly that generated file using gcc?

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Yes, just save the output as a C or C++ file (or whatever the input was).

That's exactly what GCC does, schematically speaking: preprocess, then compile.

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Unfortunately I get undefined references. Compiling the files directly works pretty fine.
Undefined references is a link-time error, not compile-time. What are you compiling (C? C++? something else?) and what exact steps are you taking?
Mea culpa. I was using gcc instead of using g++ for compiling and linking c++.

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