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I'm preparing a list of portable programs, by portable I mean standalone apps which do not need any additional dependencies. all dependencies are in the program's directory. I'll appreciate if you inform me of such programs.
I'm the Portable Apps for Linux guy (portools.com). mahdif, sorry that we only have a small selection so far, we're just getting off the ground. We hope to have a very rich set by the end of summer 2009. We're releasing a number of apps soon. Our community is growing every day, and we'll have many more contributors by then.
You can compile any application to be like you are looking for. It is called static compiling. Be aware that compiling everything together (static) will increase the size of the program by huge amounts (10X?).
The size increase for static applications mainly depends on the amount of included static libraries. Given the current sizes of hard disks and USB sticks, the applications size isn't as crucial a it was a decade ago.
Most applications, that are meant to be compiled, can be compiled as static applications. So all applications can be added to the list, where access to it's source code is provided.