change cpu available frequencies 400mhz

Install dependencies:

sudo apt-get install linux-cpupower
cpupower frequency-info

CONSTANT, LOWEST FREQUENCY IN ALL CORES
This IS what I wanted! We get that by setting the constant frequency governor and setting the lowest available frequency as the maximum:
sudo cpupower frequency-set -g performance
sudo cpupower frequency-set -u 400MHz

CONSTANT, HIGHEST FREQUENCY IN ALL CORES
(You see this asked very often for desktop computers where it makes sense, although there are also people out there willing to destroy their laptop fan)
sudo cpupower frequency-set -g performance
sudo cpupower frequency-set -u 4200MHz

VARIABLE FREQUENCY BETWEEN THE MINIMUM AND MAXIMUM POSSIBLE FREQUENCIES IN ALL CORES
(this was called ondemand with the old acpi-cpufreq driver)
sudo cpupower frequency-set -g powersave
sudo cpupower frequency-set -d 400MHz
sudo cpupower frequency-set -u 4200MHz

VARIABLE FREQUENCY BETWEEN THE MINIMUM AND A MODERATE FREQUENCY IN ALL CORES
(maybe because you want to get some more speed when required but you don't want to reach the maximum and hear the fan blowing like mad)
sudo cpupower frequency-set -g powersave
sudo cpupower frequency-set -d 800MHz
sudo cpupower frequency-set -u 4200MHz