To backup a single mysql database, use the following command:
:~$ mysqldump -u my_user_name -p db_name > backup_of_my_db.sql
If compression is needed, the command changes like this:
:~$ mysqldump -u my_user_name -p db_name | gzip -9 > backup_of_my_db.sql.gz
To extract the compressed .gz file, use the following gunzip command:
:~$ gunzip backup_of_my_db.sql.gz