cg_diff: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/cg_diff - from package: valgrind

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/cg_diff - from package: valgrind

You may install the required package with command apt-get install {package}

Error in other languages:
cg_diff: bevel nie gevind nie
cg_diff: comandă negăsită
cg_diff: comando não encontrado
cg_diff: commande introuvable
cg_diff: command not found
cg_diff: käsku ei ole
cg_diff: không tìm thấy lệnh
cg_diff: komanda nerasta
cg_diff: Kommando nicht gefunden.
cg_diff: kommandot finns inte
cg_diff: komut yok
cg_diff: nie znaleziono polecenia
cg_diff: níor aimsíodh an t-ordú
cg_diff: no se encontró la orden
cg_diff: no s'ha trobat l'ordre
cg_diff: opdracht niet gevonden
cg_diff: parancs nem található
cg_diff: perintah tidak ditemukan
cg_diff: príkaz nenájdený
cg_diff: příkaz nenalezen
cg_diff: команда не найдена
cg_diff: командата не е открита
cg_diff: 命令找不到
cg_diff: コマンドが見つかりません