Some devices, while fully supported, have limitations for booting. Sometimes a device's firmware doesn't adhere to the conventions expected by the OBP firmware found on SPARC systems. In such cases, neither Linux nor any other operating system can boot from the device. The core OBP firmware does not know how to operate any particular SCSI controller or graphics card. It knows only the details of your particular CPU type and the arrangement of your memory SIMMs.
So each device that OBP can be expected to talk to must have its very own firmware, which describes how the device is operated. This firmware is used to teach OBP how to read a block off a disk on a particular SCSI controller type, for example.
The net result is that if a device lacks the appropriate OpenBoot firmware, it cannot be used for booting the OS or be used as the console.
But this is not so much a limitation as it may seem. All SPARC systems have some sort of onboard boot device (which does have the appropriate firmware) and console.
On PCI UltraSPARC systems, Linux happens to support several PCI devices even if they lack the special firmware. So you can place a cheap Ethernet card into one of the PCI slots and Linux will happily use it. You just can't boot from it.
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