If we installed pgvector, upgrading PostgreSQL major version will not success with pg_upgrade. We need to manually dump and restore all databases.
In order to do that,

1. Start the existing version service, eg 16.

2. Run
   pg_dumpall -U postgres -f /path/to/all_dumps.sql

3. Stop service.

4. Upgrade postgresql postgresql-libs postgresql-old-upgrade

5. Re-compile and re-install pgvector.

6. Initialize database, such as
   initdb -D /var/lib/postgres/data --locale=C.UTF-8 --encoding=UTF8

7. Start the newer version service, eg 17.

8. Login as postgres (sudo -u postgres /bin/bash), and run
   psql -f /path/to/all_dumps.sql postgres