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I am trying to install opencv on Mac OSX Lion.

brew install opencv

I get the following error (and a few other similar ones)

Error: The linking step did not complete successfully
The formula built, but is not symlinked into /usr/local
You can try again using `brew link jpeg'

When I do

brew link jpeg
Linking /usr/local/Cellar/jpeg/8d... ln: wrjpgcom: File exists

I do not understand what this means? What should I be doing? Thanks

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This doesn't actually have anything to do with opencv: it's just the jpeg dependency.

ln was asked to create a hard link (which should be /usr/local/Cellar/jpeg/8d/bin/wrjpgcom -> /usr/local/bin/wrjpgcom) but there is already a file at that location.

This doesn't normally happen so I suspect you might have some detritus left behind from a previous recipe version. I would start by getting your brew install closer to the main public version:

brew update
brew uninstall jpeg
brew cleanup

At this point neither /usr/local/Cellar/jpeg nor /usr/local/bin/wrjpgcom should exist. After verifying that's the case, I'd try repeating the process:

brew install jpeg 

If that works, you should be clear to continue installing opencv.

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