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Is there a program or application that lets me type in the LaTeX language, and on another part of the screen have the compiled output appear? Of course this would be for simple LaTeX code, obviously no index's, hyperlinks etc., but for simple article documents. I found http://www.codecogs.com/latex/eqneditor.php, but I am looking for something that let's me write text and specify my own math enviroments.

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I'm using latexmk with the -pvc option. This lets latexmk watch the file, and then, whenever it is changed 'latexmk recompiles the document. It is not 100% real time, because you have first to save the changes, and wait a bit it is recompiled. On the other hand, it is a full compilation (including bibliography, indexes, etc.). Another advantage is that it is platform free (needs perl), and editor independent. For me it's the easiest and best solution.

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I do this on my mac, using Textmate and Skim (which automatically reloads the PDF/DVI) side-by-side. There's really no reason not to use latexmk, generally. – You Aug 31 '11 at 21:53
@You: I use the almost the same combination, emacs+AUCTeX+latexmk+skim. However, I think that latexmk is very useful also in general. – Dror Sep 1 '11 at 6:50

I have been using TeXWorks on a Mac (also works on PC) and it seems to work great. The PDF that is displayed is linked with the source so you can go from the PDF to the appropriate section in the LaTeX code (via Right Click "Jump To Source").

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Yes, you should be able to use Lyx for this, since it provides a real time/dynamic compilation of LaTeX code. Read more about some of the other LaTeX IDEs that are available and their functionalities: LaTeX Editors/IDEs.

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Does it? As far as I can see, you have to click a button/hit a shortcut to update the PDF. Of course, you don't see any code, the text and everything is formatted in the editor, but that doesn't really show how the final document will look. – Torbjørn T. Sep 1 '11 at 19:20
@Torbjorn: That's correct. The dynamic rendering is not in PDF format, but visual. For me, at least, that is the closest to producing something that resembles the eventual (compiled) output. – Werner Sep 1 '11 at 19:22

You would probably like to try Gummi (Linux only). But I think that it would be good only for simple documents. However I haven't used it much, so I wouldn't know exactly

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If you use vim as an editor you can check this plugin: http://atp-vim.sourceforge.net It compiles the output when you change the file. Also it has an interface to Latexmk program and bunch of other nice features.

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