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How to verify the authenticity and integrity of a downloaded file on Linux

When you download a file (e.g., an installer, an ISO image, or a compressed archive) from the web, the file can be corrupted under a variety of error conditions, e.g., due to transmission errors on the wire, interrupted download, faulty storage hardware, file system errors, etc. Such failure cases aside, a file can also be deliberately tampered with by determined attackers during or before download.