Where do ROSCPP_LOG_DEBUG messages go?

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Per the documentation on http://wiki.ros.org/roscpp/Overview/L... :

The default verbosity level is INFO, so DEBUG statements will not be seen by default.

If DEBUG is enabled, it goes to stdout and the /rosout topic. You can view the /rosout topic with rqt_console.

The docs also describe how to set the log level, to enable DEBUG:

Setting Verbosity Levels

There are three ways of setting verbosity levels on a roscpp node. The first is through a configuration file which sets the verbosity level for every node in the system, the second is at runtime through the rqt_logger_level (former rxloggerlevel) or rqt_console (former rxconsole) tools, and the third is programmatically through the rosconsole API:

I recommend starting with rqt_console because it allows you to view the log messages and all of the loggers and modify the verbosity level at run-time.

If you are using binaries built in release mode the debug logging macros will evaluate to nothing and essentially be removed for performance reasons.

So if you want to see the debug message on the console / rosout / rqt_console you have to make sure that you are building debug binaries (-DCMAKE_BUILD_TYPE=Debug).