My experience is with Fedora/Red Hat, but I do have Ubuntu Netbook remix on my HP Mini so...
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My question is: can I install my RAID array without re-installing Ubuntu?
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Yes, I don't see why not. I'm assuming software RAID, and probably RAID1. The 'mdadm' package is available in Synaptic. I've added mdadm after installation on Fedora and it works fine.
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And how should I configure Ubuntu? My data disk is now mounted on
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Does that stays the same if I install my RAID array?
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No, when you create the new RAID logical drive it'll be named /dev/md0 (by default).
You can actually create a new RAID array with a drive missing; move data into it; and then add the missing drive later.
(btw, I'm assuming that your sdb drive is an internal drive mounted on /media/sdb1 - normally external drives are automounted on /media in Ubuntu. External drives and RAID are not a good combination.)
BUT...
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But the data drive is getting too small so I'd like to add another data drive, which I want to be in RAID with the drive I already have.
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RAID won't help you here. A RAID1 array is composed of two (nearly) equal size partitions (or drives) that are mirrored. If your sdb1 drive is too small, mirroring it won't make it any bigger, it'll just make it redundant and resilient. (See
https://raid.wiki.kernel.org/index.php/Linux_Raid.)
If your plans are to add a large drive; move your data to it; replace your old, empty sdb drive with a new large drive; add the new large drive to the RAID array. That's doable.
Hope that helps.
Edited with two afterthoughts:
LVM makes life much easier in terms of moving data around.
If you added two new drives (equal in size to your data drive), you could do a RAID5 array. That'd roughly double your data drive. Same procedure to implement: create a 3 drive RAID5 from the two new ones with a missing drive; move the data there; add the original empty drive to the array. RAID1 performs better; RAID5 makes better use of space.