first time compiling the linux kernel
download from here, click the Latest Stable Kernel button
https://www.kernel.org/
download the xz file
extract with "tar xJf"
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-j, --bzip2
Filter the archive through bzip2(1).
-J, --xz
Filter the archive through xz(1).
--lzip Filter the archive through lzip(1).
--lzma Filter the archive through lzma(1).
--lzop Filter the archive through lzop(1).
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then cd linux-4.9
make menuconfig
make
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Once configured, it is time to compile and install the kernel. You can run needed commands in one line by separating them with double ampersands (&&) as written below. This may take a long time.
make && make modules_install && make install
You may want to use -j option with make. This allows to fork additional processes for compiling kernel, syntax would be "make -j 3". 3 here represents the number of processes to be created.
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So the kernel is installed, but you need to make it bootable.
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##### here natually comes the question: making your kernel bootable
wait...
follow this guide
http://www.thegeekstuff.com/2013/06/compile-linux-kernel/
a more detailed guide
http://www.wikihow.com/Compile-the-Linux-Kerne