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Practical, Bash-first guide to AI consulting on Linux: explains why Linux excels for cost, control, security, and reproducibility; gives copy-paste installs for apt/dnf/zypper; sets up Python venv + ML libs; uses Docker/Podman; runs local LLMs with Ollama; packages a FastAPI service via systemd and firewall rules; adds security/ops checks; and delivers a 2-week on-prem RAG demo with FAISS.