My question is that why do we need to make it acyclic? In textbook, it says because we need to detect cycle in the structure if it's not acyclic. But why do we have to detect them? I don't see any need to detect them.
Why in Unix system with hardlinks we use DAG structure?
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Cycles in the file system graph can come about through soft links, which are typically allowed alongside hard links. Cycle detection is necessary to deal with instances when soft links drive you into a loop. Hard links are restricted to files only, which automatically enforces the DAG, but soft links can refer to directories.
One (degenerate) case where that's handy: