I have now tried to Run gpsp from its file
I went to: /opt/retropie/emulators/gpsp
and and tried: sudo ./gpsp
it didnt tell me nothing it just went to a new Entry line.
Tried to run GBA afterwards and still the illegal instruction error.
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Another thing I have tried is Update my gpsp files.
but it gives me a following error:
../cpu.c:4371:7: warning: variable old_pc set but not used [-Wunused-but-set-variable]