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This command is meant to be used to make a lightweight backup, for when you want to know which files might be missing or changed, but you don't care about their contents (because you have some way to recover them).
Explanation of parts:
"ls -RFal /" lists all files in and below the root directory, along with their permissions and some other metadata.
I think sudo is necessary to allow ls to read the metadata of certain files.
"| gzip" compresses the result, from 177 MB to 16 MB in my case.
"> all_files_list.txt.gz" saves the result to a file in the current directory called all_files_list.txt.gz. This name can be changed, of course.