wget http://ftp.gnu.org/gnu/gdb/gdb-7.8.tar.xz
tar -xf gdb-7.8.tar.xz
cd gdb-7.8/
./configure
make
sudo cp gdb/gdb /usr/local/bin/gdb

gdb --version

GNU gdb (GDB) 7.8
Copyright (C) 2014 Free Software Foundation, Inc.
License GPLv3+: GNU GPL version 3 or later <http://gnu.org/licenses/gpl.html>
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law.  Type "show copying"
and "show warranty" for details.
This GDB was configured as "i686-pc-linux-gnu".
Type "show configuration" for configuration details.
For bug reporting instructions, please see:
<http://www.gnu.org/software/gdb/bugs/>.
Find the GDB manual and other documentation resources online at:
<http://www.gnu.org/software/gdb/documentation/>.
For help, type "help".
Type "apropos word" to search for commands related to "word".

sudo rm /usr/local/bin/gdb

sudo apt-get install texinfo

sudo apt-get update && sudo apt-get install checkinstall

wget http://ftp.gnu.org/gnu/gdb/gdb-7.8.tar.xz
tar -xf gdb-7.8.tar.xz
cd gdb-7.8/
./configure
sudo checkinstall

sudo dpkg -r gdb
sudo dpkg -i ~/gdb-7.8/gdb_7.8-1_amd64.deb
sudo apt-get install -f