5.4. Is it possible to attach Valgrind to a program that is already running?
No. The environment that Valgrind provides for running programs is significantly different to that for normal programs, e.g. due to different layout of memory. Therefore Valgrind has to have full control from the very start.
It is possible to achieve something like this by running your program without any instrumentation (which involves a slow-down of about 5x, less than that of most tools), and then adding instrumentation once you get to a point of interest. Support for this must be provided by the tool, however, and Callgrind is the only tool that currently has such support. See the instructions on the callgrind_control program for details.