Including unneeded header files is a very bad practice. The issue of slowing down compilation might or might not matter; the bigger issue is that it hides dependencies. The set of header files you include in a source file should is the documentation of what functionality the module depends upon, and unlike external documentation or comments, it is automatically checked for completeness by the compiler (failing to include needed header files will result in an error). Ensuring the absence of unwanted dependencies not only improves portability; it also helps you track down unneeded and potentially dangerous interactions, for instance cases where a module which should be purely computational or purely data structure management is accessing the filesystem.
These principles apply whether the headers are standard system headers or headers for modules within your own program or third-party libraries.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…