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Files : The files that tell the compiler how to call some functionality (without knowing how the functionality actually works) are called header files. They contain the function prototypes. They also contain types and constants used with the libraries. We use #include to use these header files in programs. These files end with .h extension.
: Library is the place where the actual functionality is implemented i.e. they contain function body. Libraries have mainly two categories :

Static : Static libraries contains object code linked with an end user application and then they become the part of the executable. These libraries are used at compile which means the library should be present in correct location when user wants to compile his/her C or C++ . In windows they end with .lib extension and with .a for MacOS.

Shared or Dynamic : These libraries are only required at run-time i.e, user can compile his/her code without using these libraries. In short these libraries are linked against at compile time to resolve undefined references and then its distributed to the application so that application can load it at run time. For example, when we open our game folders we can find many .dll(dynamic link libraries) files. As these libraries can be shared by multiple programs, they are also called as shared libraries.These files end with .dll or .lib extensions. In windows they end with .dll extension.

Example : Math.h is a header which includes the prototype for function calls like sqrt(), pow() etc, whereas libm.lib, libmmd.lib, libmmd.dll are some of the math libraries. In simple terms a header file is like a visiting card and libraries are like a person, so we use visiting card(Header file) to reach to the actual person(Library).


- avatar - Difference between Header file and Library

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