Officially it is not supported.
But unofficially it has been done several times. (Personally I've done it from AIX -> Linux, Windows -> Linux, Windows -> Solaris, Solaris -> Linux, AIX -> AIX, Linux -> Linux, Linux -> AIX, ...)
That's not a very difficult task, BUT, you really need to know what you are doing, and if you are just following instructions without understanding what is going on... then I will never do that kind of task.
Because the margin of errors and having a non working system, making people lose time for nothing is too great.
And when you have problems, on why it doesn't work, you cannot ask IBM Support for help, because it is not a supported operation. So you are on your own.
And you will feel it, if it doesn't work as you imagine it works, and you need to find why...
If you don't have really good TSM / Unix / DB2 / CMOD knowledge... then better to ask support from people who has already done it, and can prove that they have done it (could be IBM or IBM Business Partner).
And as Justin said it rightly... in some cases, the export / import is the best and only way to do it.
And if you are not sure enough, and if you don't find the correct people to do it, the export / import is the only way too.