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Do all of the following with the current directory as the folder where you decompressed MySQL.
MySQL 5 was used.
./scripts/mysql_install_db --basedir=$PWD --datadir=./data/
./bin/mysqld -b $PWD --datadir=./data --socket=/tmp/mysql.sock &
mysqladmin shutdown --socket=/tmp/mysql.sock -u root
./bin/mysqld -b $PWD --datadir=./data --socket=/tmp/mysql.sock –bind-address=127.0.0.1 &