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If you are running Linux, then you can get GT.M, a FOSS version of MUMPS that runs blazingly fast and is super-reliable.
An overview of the product, along with documentation, is available at the GT.M home page on fisglobal.com. You can download the latest version on SourceForge. (Be careful on that page, as there are other things there besides GT.M itself that are available for download.)

The User documentation links on the fisglobal page contain a programmer's guide and Unix administrator's guide. The installation process requires several steps that are only hard if you don't know what they are! So here they are.

1. Unpack the archive and run the installation script. This is described in Chapter 2 of the Administrator's Guide.

2. Define the environment variables to make GT.M run. This is also described in the manual.

3. At this point in the process, you should already be able to log into GT.M in direct mode.
$ mumps -direct
GTM> halt
$

You should be able to use the compiler to compile and run routines.

$ cat Hello.m
Hello; Test routine.
write "Hello, World!",!
quit
$ mumps Hello.m
$ mumps -r Hello
Hello, World!

4. Finally, you need to create a global directory in order to be able to use the database. This is easy and is described in the administrator's guide. The first is GDE, the Global Directory Editor. There's a lot that it can do, but here is the fastest way to define a global directory.
$ mumps -direct
GTM> do ^GDE
GDE> exit
GTM> halt
$

5. The second utility is MUPIP. Again, it has many capabilities but you need to use the CREATE command to actually create the physical global directory.
$ mupip
MUPIP> create
$

6. Finally, you can test it by creating and killing a Global in direct mode.
$ mumps -direct
GTM> set ^Test="hello"
GTM> write ^Test
hello
GTM> kill ^Test
GTM> halt
$

Now you are up and running with GT.M! If you know how to use Mumps, then this is really all you need.

Erik Zoltan, 6/26/2010