You install Oracle 10gR2 on server, upgrade your database in place and then use the new cross-platform transportable tablespaces feature to move your database to your new server. If you are migrating a database cross-platform, query the view V$TRANSPORTABLE_PLATFORM to see supported platforms and what their endianness is. If your source operating system is big endian but the target system is little endian, there is an additional step involved to convert the tablespaces being transported on either the source or target side.
To read more about the cross-platform transportable tablespace feature, download the Oracle Database Administrator's Guide 10g (release 10.2) from Oracle Technology Network.
You should also review the Oracle Database 10g Release 2 (10.2) Upgrade Guide.
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