Have you encountered issues collecting vmcores on kernel panic?

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Installing and configuring a mechanism to capture kernel memory dumps (vmcores) is critical when trying to solve kernel panic (oops) issues.
 
The knowledge solution documented here outlines the basics involved with ensuring that kdump is configured and functioning.
 
But our support engineers have seen many cases where users who follow these steps are still unable to successfully capture a vmcore on kernel panic. So, a few questions:
  • Have you encountered any situations in your environment that prevented your RHEL 5 or RHEL 6 system from capturing a vmcore using kdump?
  • Which method outlined in the article I linked do you prefer to use for collecting a vmcore?
  • Do you have any suggestions to improve the vmcore collection mechanism in RHEL?

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