What I got from this link is that - STx7111 Mboard - there is a serial port that can communicate with GDB. And from GDB we use u-boot to write the next file. Is this file written to RAM or NAND flash gdb?
No, you have not read this article for sure. GDB is used simply as an interface to JTAG.
This first step is to load the executable (copy of U-Boot) into RAM.
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