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How to supercharge string search through a directory hierarchy on a Linux/Unix

Usually, I use the grep command for code searching on my box. Recently, I come across another cool tool called ag. It is an attempt to make something better than ack, which itself is better than grep command. Let us see how to install and use the ag tool on Unix-like operating systems. The ag command can recursively search for PATTERN in PATH. Like grep or ack, but faster.