How to throw a C++ exception

Simple:

#include <stdexcept>

int compare( int a, int b ) {
    if ( a < 0 || b < 0 ) {
        throw std::invalid_argument( "received negative value" );
    }
}

The Standard Library comes with a nice collection of built-in exception objects you can throw. Keep in mind that you should always throw by value and catch by reference:

try {
    compare( -1, 3 );
}
catch( const std::invalid_argument& e ) {
    // do stuff with exception... 
}

You can have multiple catch() statements after each try, so you can handle different exception types separately if you want.

You can also re-throw exceptions:

catch( const std::invalid_argument& e ) {
    // do something

    // let someone higher up the call stack handle it if they want
    throw;
}

And to catch exceptions regardless of type:

catch( ... ) { };

Though this question is rather old and has already been answered, I just want to add a note on how to do proper exception handling in C++11:

Use std::nested_exception and std::throw_with_nested

It is described on StackOverflow here and here, how you can get a backtrace on your exceptions inside your code without need for a debugger or cumbersome logging, by simply writing a proper exception handler which will rethrow nested exceptions.

Since you can do this with any derived exception class, you can add a lot of information to such a backtrace! You may also take a look at my MWE on GitHub, where a backtrace would look something like this:

Library API: Exception caught in function 'api_function'
Backtrace:
~/Git/mwe-cpp-exception/src/detail/Library.cpp:17 : library_function failed
~/Git/mwe-cpp-exception/src/detail/Library.cpp:13 : could not open file "nonexistent.txt"

You could define a message to throw when a certain error occurs:

throw std::invalid_argument( "received negative value" );

or you could define it like this:

std::runtime_error greatScott("Great Scott!");          
double getEnergySync(int year) {                        
    if (year == 1955 || year == 1885) throw greatScott; 
    return 1.21e9;                                      
}                                                       

Typically, you would have a try ... catch block like this:

try {
// do something that causes an exception
}catch (std::exception& e){ std::cerr << "exception: " << e.what() << std::endl; }

Just add throw where needed, and try block to the caller that handles the error. By convention you should only throw things that derive from std::exception, so include <stdexcept> first.

int compare(int a, int b) {
    if (a < 0 || b < 0) {
        throw std::invalid_argument("a or b negative");
    }
}

void foo() {
    try {
        compare(-1, 0);
    } catch (const std::invalid_argument& e) {
        // ...
    }
}

Also, look into Boost.Exception.