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https://en.wikipedia.org/wiki/NTFS_symbolic_link
Linux:
https://en.wikipedia.org/wiki/Symlink#POSIX_and_Unix-like_operating_systems
http://www.nixtutor.com/freebsd/understanding-symbolic-links/
I'll try and put it in my own words:
A symbolic link (or symlink) is basically a reference which points from one folder to another folder or file. For all intents and purposes (except in file browsers), that reference is the same as the folder/file it is pointing to. So if you make a symlink in /home/user/potato/ named 'glados' and make it point to /media/windows/steam/potato/glados/, your Steam client will see /home/user/potato/glados/ as THE SAME as /media/windows/steam/potato/glados/. The files from the symlink's target would appear to be in a folder with the symlink's name. No copying required. Only a tiny bit of extra space used.
You can also make symlinks to individual files. They don't have to be to folders. The symlink will look like it is THE SAME as the file it is pointing to.
It is different from a shortcut. But most file browsers would treat symlinks as shortcuts. If you delete the symlink in the file browser, its target will not be deleted.
You can use this to link up all the texture files and mods that you might have installed. Conf files also work.
I don't recommend using symbolic links between filesystems with Steam. I highly recommend using ext4 on Linux, and using NTFS on Windows. The NTFS drivers on Linux are iffy. And Steam for Windows doesn't always like ext2 or FAT. I speak from personal experience. Portal 2 for Windows only likes NTFS.
I've used symlinks to link content between a Garry's Mod game server and my Garry's Mod client. It's very effective at keeping things the same (maps, for example)
Anyway, I don't see any problems with modern hard drives. 500G is common and is not expensive, and more than 1T drives are available too. Add the fact that there will not be many linux games any time soon.
Exporting and importing game files from the installations you have on other systems, on the other hand, would be nice since downloading 9G takes time even on fast broadband connection. Not to mention those unlucky ADSL1 users...
At least, not until there is some word that this is officially supported.
I tried this and ended up with Borderlands 2 and Assassins Creed 2 being completely deleted (even though these are windows only titles) as well as another 20 games (most of these are/were listed in the Linux client) becoming corrupt before I realised what was happening and closed Steam. I then had to spend a good deal of time restoring these from my backups.
In the case of the Windows only titles, I am guessing that Steam read the game's .acf file, noticed that the .manifest files it was using were not "up to date" for Linux, then deleted every file mentioned in the old .manifest file that was not mentioned in the new .manifest file in order to apply the update... only, there was no new .manifest file...
In theory this should be possible for many/most games since the files that must be different between platforms do not have the same filename (e.g. game.exe vs bin/game, openal.dll vs lib/32/libopenal.so, etc.), and the platform independent content is identical and shares the same filename.
Some games, including Trine 2 and The Book of Unwritten Tales are problematic, as despite the fact that that there is no reason for the content to differ between platforms they do.
In the case of Trine 2 this is due to their build system that bundles a bunch of files into large archives without attempting to keep the archive files consistent (i.e. ordering of files within the archives, differing timestamps, etc), as well as some clear differences in where the files have been placed (linuxdata.fbq).
In the case of The Book of Unwritten Tales the vast majority of the differences are simply a directory that has a different name on Windows than it does on Linux (renaming this directory from a Windows installation prior to installing the game in Linux reduces the amount of data that Steam tries to download from 4GB to ~220MB).
I asked this question because I was already predicting bugs and glitches, like darkstarswood mentions now. These are issues that do not show up using Wine, because Wine can actually use all the same files.
Settings > Downloads > Steam Libary Folders
And add Steam folder on windows, i use this to update Dota 2 on linux. But i don't recommend this to everyone because i had one problem with corupted files as darkstarsworld, but verifiing integrity of files fixed it...
Edit: s/fdupes/rdfind/ - could have sworn that fdupes had an option to link duplicate files together...
In your settings, click the "Downloads + Cloud" tab. At the bottom of the window is a button that says "Steam Library Folders". Just use that to add your windows steam directory.
I'd be interested to know how it goes - one problem I found was that the Windows client would only tell me that a game had been corrupted when I actually attempted to launch it, so you might have done damage to your library and not even know.
https://github.com/ValveSoftware/steam-for-linux/blob/master/RelNotes.md
"Application files installed by Steam for Linux should not be shared (e.g. between Windows and Linux). This is a requirement of the Steam for Linux client."
They added that after too many people tried and had their library corrupted as a result.
then steam failed to start.
Still, worth a shot since
bit annoying to have to download another XXXgb of mostly the same files over 3G