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I was always using \boldsymbol to make Greek letters bold, but today I made a typo and found that \mathbf also worked for \Omega. Now I am curious, why does it work for uppercase and does not for lowercase Greek? May I rely on this behaviour, or may it change across various LaTeX distributions?

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    Use the bm package and it's \bm{\alpha} command. Much faster to write and safer. However, note that \bm{a} is bold italic and not uptight and bold as in \mathbf – daleif Jun 27 '15 at 16:03
  • I'm satisfied with \renewcommand{\vec}[1]{\boldsymbol{\mathbf{#1}}} macro behaviour, but my question is mostly why, not how. – uranix Jun 27 '15 at 16:06
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TeX was designed at a time when using 8bit fonts with 256 characters was considered rather exotic, so while it could do that all the standard fonts only use 128 characters per font. That combined with the limit on 16 math families per expression meant that some "interesting" design decisions had to be made to fit all the required symbols into the space.

As in traditional (US/English) mathematics settings the lowercase greek symbols are used in italic style, and upper case Greek is set upright, D. Knuth didn't provide a full alphabet in both styles, the uppercase greek is in the Roman font (as used for \log or \mathrm) and the lowercase greek is in the math italic. Furthermore full alphabets are not provided, just those that do not look like latin letters. There is no \Alpha distinct from A. the Uppercase Greek is in fact in the low "control characters" area in cmr, \Gamma is character 0, many early pdf renderers were not expecting slot 0 (ASCII null) to be used and that caused some problems with tex generated pdfs at one time.

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