Tips based on my experience with installing Coq 8.4 from sources on Fedora 10 - Anvesh Komuravelli
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It wasn't a smooth experience. Here are some things you can try if you have
trouble.

1. It complains about some .hva files when you hit "make world". It is about
some documentation which I don't care about. You can comment out lines 29-32 in
Makefile.build :

  #ifeq ($(WITHDOC),all)
  #world: doc
  #install: install-doc
  #endif

2. It seems to have a problem with "make install" if you are doing a local
installation inside <coq_sources>/bin where <coq_sources> is the directory
where you downloaded coq sources into. (In particular, it has a problem with
"make install-binaries" which gets called when you type "make install".)

To solve this, simply do the following, instead of "make install".

  > make install-library
(It complains about "cannot stat revision..." - I guess you can forget about it.)
  > make install-ide-files

This is all you need (for the local installation only).

3. That should be it!