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Yeah, but zip disks are removable media. Which I guess doesn't make any difference under Linux.

Zip disks are "block devices", IDE/ATAPI drives actually, and are managed by the IDE drivers that Gadi & I once wrote for Linux. "Removable" doesn't make them any less efficient in this case.

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There's no bypassing the cache, is there?

Not without lots of effort. We have a misguided feature in the kernel that even Linus regrets, which could be used to bypass the page cache when less efficient I/O is mistakenly preferred (things like Oracle database software reputedly use it).

Cheers