LATEX:

WHAT IS LATEX ?
Latex is a typesetting tool. It is completely free of charge, can be download from internet. Latex produces printing quality documents and exceptionally high quality tables - figures and most importantly great looking equations. Latex format is now mandatory for many IEEE publications such as IEEE Signal Process. Transactions. Latex is also fun.
WHY SHOULD WE LEARN LATEX ?
Writing a document longer than a few pages is exceedingly difficulty (for me) using popular word processing programs aimed for non-academic writing (not for equation, figure, table editing). Also the general purpose programs have to be configured to a specific style such as IEEE SP Trans style before typing. And the equations of the non-technical typing programs are not as appealing as the Latex ones. (Compare the equations in a IEEE journal publication with the equations of the MS Equation Editor)
IS LATEX ALL ABOUT LOOKS ? 
It is not. With Latex, you do not have to worry about formatting at all. You focus on your message (message is what you will defend (thesis), what will be reviewed by your peers (paper). So it is a great idea to focus on the message) The document will be formatted automatically without any user intervention, once you are done with editing. You do not have memorize the location of equations, chapter numbers, page numbers during writing. The references, table of contents and table of figures are created automatically. MS Word can do the same, but you have to read the manual.
SO LATEX DOCUMENTS LOOK BETTER AND EASIER TO FORMAT ? 
Right. Additionally you can switch between different styles with a single change in a line. For example
1 - \documentclass[12pt,draft]{IEEEtran}
2 - \documentclass[twocolumn]{IEEEtran}
The first line produces a double spaced, single column article for revisions/proof reading etc. The second line produces the final or publication version (two column version) of the same document. If you have many journal articles, you can put these articles in the thesis format with a single line of change and your thesis can be ready for distribution. If you plan to submit your initial research results to an AMS conference and final results to an IEEE transaction, you only need to change the documentclass to transfer the AMS version to the IEEE trans. version.
WHAT ABOUT REFERENCES ? 
The list of references is always difficult to organize. If you want to insert a new reference (your advisor may request it) in an alphabetically ordered list, you may need to renumber all of citations appearing in the body of the document (say the inserted reference is by Aaron Anderson). Latex can automatically label and number references. If you plant to write a long document (thesis dissertation), you should find a way of organizing papers as soon as you can. Latex has a special executable program for references (BIBTEX). It is a database system. Some of my friends prefer to build their own database while reading papers, some take notes in the database etc.
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HOW CAN I DOWNLOAD LATEX ?
If you are using a PC (windows), MIKTEX is the right LATEX edition for you. It has a single click set-up program. You can get the list of mirrors to download MIKTEX from : http://www.ctan.org/tex-archive/CTAN.sites?action=/index.html (if this link dies, search for MIKTEX at www.ctan.org) The MIKTEX set-up program should also be at : Miktex copy at Duke Univ. You can find more about it: ftp://ftp.duke.edu/pub/tex-archive/systems/win32/miktex/setup/install.html;
EDITOR:
You need an editor (something better than notepad) to use LATEX. The most popular choice is "WinEdit". It is an excellent editor designed for writing in LATEX: www.winedt.com
EXAMPLE FILES:
Here is a latex document. (A conference paper presented at ICASSP'01)
A MUST-READ LATEX DOCUMENT:
PROCESSING FIGURES:
PRESENTING WITH LATEX:
COMMON MISTAKES: 
HOW TO PRONOUNCE:

It can be pronounced as "lay - tekh" (lay as in lady, tekh as in technology). Also see this.

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cc,
sept. 2004,
updated: june 2005, feb. 2012, mar. 2013

Note: Some parts of this page is more than 9 years old; so the information above runs the risk of being outdated. Use at your own risk! :)