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Not yet. jsMath, the engine we use to render LaTeX, doesn't support any commutative diagrams package. We'll switch to another engine, MathJax, once it is released. MathJax doesn't currently have support for commutative diagrams either, but I know that the developers want to add support for diagrams eventually. I believe (some subset of) xypic is the most likely candidate.
For now, I just use text-art diagrams, like this:
X --> Y
v f v
Z --> W
x ---> x
x ---> x |
| v | v
| x ---|>x
x ---> x
Might I suggest making the diagram using LaTeX matrices? Thse are a bit easier to read and give you some more flexibility, especiallly with labeling things.
Markdown will eat some backslashes, not all. That can actually be more confusing than if it ate them all, since it can be difficult to discern the pattern. So it is a good idea to use backticks around all mathematics.
I think Harald's point was that it only eats the first backslash when you type "\\", so you could not use backticks around a matrix, but use "\\\\" to start a new row. I prefer to use backticks any time I'd have to write improper LaTeX to get the right result otherwise.
Slightly off topic, but I'd like to mention the fact that I never heard the word "backtick" before I came to this site. I guess I'd call that character an open quote mark or something, though frankly I've probably never called it anything. So it took me a while to figure out what people were going on about.
I think it would be helpful if wherever the word "backtick" appears in the help, there was a parenthetical comment such as "(the back-to-front apostrophe)" to explain what it means. (Or a link would do.)
It can get a bit tricky to explain about the backtick (I think “backquote” is a more common name), since we want ` but not ‘, both of which could fit the description.
fpqc, in your keyboard...
Tom, "backtick" is standard unix slang, although bash's manpage, for example, uses "backquote".
@fpqc: Too complicated. Anyhow, is there any keyboard that doesn't have a key with ` on it? It's most likely a dead key on most European keyboards, so we might advice people with such keyboards to hit the space bar after it. Don't worry too much about the ‘ character – most people probably won't know how to type it anyhow.
So we don't talk about its position on the keyboard. Just say what character we're talking about (`), say it's somewhere on most (western) keyboards, and you may need to follow the key with a space to make it render properly. Leaver it at that. No need to tell them we're really talking about U+0060 GRAVE ACCENT. (Oh, but that is another name for it. The official name even.)