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I am trying to install linux kernel 2.6 (actually upgrading from 2.4 to 2.6). I don't know if I should install kernel patches as well or no?
For example, if you go to:
to download version 2.6, you will find "source" and "patch".
What should I do? Should I install the patch or just the source?
The patches are just a file that describe the differences between two kernel versions. These are provided in the hopes that not everyone will feel the need to download the WHOLE source every time they upgrade. Just install the source.
Patches are specific modifications to the source-code to solve a particular problem. They are effectively a command-file consisting of text-editor commands. Patches can be found not only for the kernel but for any source-file.
You should examine the patch-file to see if it relates to your problem, and if so, apply the patch... then recompile the kernel. (Always make a backup copy of the un-patched source, and when you go to install the patched kernel, always keep a copy of the un-patched one you're running now.)
If you are upgrading you should go for kernel source. Patches are generally done in the same kernel series (like 2.4, 2.6) to upgrade the kernel to the latest version (also called patch-level) or to add a feature not available in the vanilla kernel. I have never heard of a patch that takes your kernel from 2.4 to 2.6 series.
You may as well go to www.kernel.org and download the latest 2.6 series kernel from there and compile it. There are number of howto's to compile 2.6 series kernel. Make sure you click the letter "F" (Full Source) when you download from kernel.org