When I tried to gunzip a huge file, I get a "invalid compressed data--format violated" error message. What does that mean?

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When using gunzip on a huge file, for example, a vmcore file, sometimes the following error message may result:

# gunzip vmcore.gz 
gunzip: vmcore.gz: invalid compressed data--format violated

This usually indicates that the gzipped file is incomplete, and corrupted. It could be because:

1) the gzipped file was not compressed completely because...

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