This is not platform specific, but a function of the IEEE specification for 802.1q. Each trunk has one native vlan. The only significance of the native vlan is that it is the vlan on an 802.1q trunk that isn't tagged with an 802.1q header and that's all there really is to it.
Generally, most administrators use the same native vlan for the sake of consistency. Some tag the management vlan as the native vlan, while others will set an unused vlan as the native vlan. It's mostly a matter of procedure, policy, and personal preference.
The management vlan you mentioned here are you referring to the default native vlan of 1 for most of the routers and switches where some use to set an ip for management purposes? (eg. seting ip 192.168.1.1 on switch1 to telnet into it)
if the default native vlan is 1, can i add in additional multiple native vlans, eg native vlan 2, 3, 4 and etc on a single trunk link? different switch can have trunk link that's configured with different native vlan and interconnected together?
I think there is a confusion of terminology here. "Native VLAN" is a characteristic of a trunk link, and doesn't really have anything to do with the management of the switch. Each trunk link has a "native VLAN". By default all trunks have native VLAN 1. It only applies to trunks. All it means is "if I receive an untagged frame, which VLAN should I consider it is in."
The management VLAN is quite another thing, and is called "the management VLAN". On a 4006 with the old SII supervisor, you can put your management on any VLAN you want, but you have to choose which one. By default, it is on VLAN 1. That is because the SII is a layer 2 device only, and cannot do IP routing.
if you setup a "management" vlan and you've added the switch ip address to it that is fine. (if this is vlan1, this is OK, maybe not best practice)
if you've got trunks that have the default native vlan defined, which would be vlan1, this is OK as well.
in this case, you esesstially do have a native vlan1 which also happens to be considered your management vlan.
you can now make other trunks have a native vlan that is not vlan1 but vlan2, 3 or 4, etc. this is OK as well.
since this is a switch, it must know what vlan a packet belongs in before it can forward it to the switching engine for processing. when it does not know, it adds it to the native vlan of the ingress port that recieved it.
(if a packet came over the trunk interface to the switch and was not tagged, and the trunk has a native vlan1, then the switch tags the packet as a vlan1 packet and forwards it)
If i try to ping from a host from switch A to a host connected to switch D.(Switch A,B,C,D are interconnected with trunk links and each trunk links are of different native vlan) Assuming that there's no tagging or encapsulation, will the ping be successful?
If you have a trunk, then you have tagging. (Unless you have a trivial case of a trunk that is only carrying traffic for its native VLAN.) The trunk will tag all frames for transmission across the trunk, unless the frames are in the trunk's native VLAN.
If the hosts are on the same VLAN, and the switches are connected with trunks, then the hosts should be able to ping each other. It doesn't matter what native you use on each of the intermediate trunks.
If the hosts are on different VLANs, then you need a router to jump from VLAN to VLAN.
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