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What is instant preview?
Instant preview is a feature that renders math formulae inside the LyX screen using LaTeX. These are generated on the fly so you can see how they'll look in the final document without having to break your train of thought with View→DVI.
Here are some screenshots on Mac OS X and Windows:
LyX will generate previews of math insets. It will also generate previews of Include insets if you select the Show preview check box in the inset's dialog. This latter is useful if you wish to generate a preview of a LaTeX figure, for example.
How do I activate it?
You'll need to install some software (see below). Thereafter, you should enable Instant preview in the Tools→Preferences dialog. (It can be found in the Look & feel→Display pane) Previews are generated when you load a document into LyX and when you finish editing an inset. Previews of an already loaded document are not generated just by selecting the Instant preview check box.
OK, I'm interested. What do I need?
If you are on Windows and use the LyX Windows installer, instant preview should work out of the box (cf. InstantPreview under Windows). If it does not work, as well as on other OSes, you might have to install some LaTeX packages and helper programs, as described in what follows.
You need to install the LaTeX package
Once these packages are installed, you may have to reconfigure LyX with Tools→Reconfigure; then things should "just work".
How could I test it?
To test, I recommend that you:
If the previews seem too small or too large compared to the surrounding text, you can fix it as follows:
Change the value of "Preview Size" in the Tools→Preferences dialog.
The default value is 1.0.