Precompiled headers do not speed compilation up?

[Markus Dehmann]

I include lots of header files in my code, so compilation is very
slow. I tried speeding it up by using precompiled headers, but that
didn't speed it up at all. Does anyone know why, or have the same
experience?

Here is what I do, as a test:

I have a very simple main.cpp file that doesn't do much, but include
lots of headers:
// main.cpp
#include <iostream>
#include "header1.h"
#include "header2.h"
#include "header3.h"
int main(){
  std::cout << "hello";
}

This takes 40 seconds to compile because there is a lot of code in the
header files. Now I do precompilation instead:

// main2.cpp
#include "all.h"
int main(){
  std::cout << "hello";
}
// all.h
#include <iostream
#include "header1.h"
#include "header2.h"
#include "header3.h"

// On the command line:
$ g++ all.h
$ g++ -c -o main2.o main2.cpp
Now, each of those two g++ commands takes 40 seconds! I know for sure
that the precompiled header all.h.pch, which is produced by the first g
++ command, is used in the second, since it prints all.h.pch as a
valid used header when I use the g++ option -H.

Why would precompiling the header not help in this situation? Am I
doing it wrong?

Thanks!
Markus