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Is there a way to type an array with certain cells merged in math mode on StackExchange?

I tried to use multirow and multicolumn commands within array environment, but apparently MathJax does not support those.

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    $\begingroup$ You may find these threads relevant (esp. links given in comments): Loading LaTeX packages, What latex packages are used this site? $\endgroup$ – CiaPan Jul 13 '15 at 17:04
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    $\begingroup$ Just for background. MathJax currently lacks such macros because our underlying MathML implementation does not yet support the corresponding column/row-spanning constructs. Once these are done, such macros are easy. $\endgroup$ – Peter Krautzberger Jul 24 '15 at 20:37
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Too few reputation points to edit someone else's post, so I post a follow-up to Américo Tavares answer as my own answer — here's a cell split into rows

$$ \begin{array}{c|c} a^2-b^2 & \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}} \end{array} \\\hline \color{green}{\begin{array}{c}a-b \\ a+b \end{array}} & \sqrt {2} \end{array} $$

$$
\begin{array}{c|c}
 a^2-b^2 & 
 \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}}
 \end{array} \\\hline  
 \color{green}{
 \begin{array}{c}a-b \\  a+b \end{array}
 } & \sqrt {2}
\end{array}
$$

The real problem is cross-row or cross-column alignment:

$$ \begin{array}{c|c} a^2-b^2 & \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}} \end{array} \\\hline \begin{array}{c} \color{green}{1+\cfrac 1 {1+\cfrac 1 {1+\cfrac 1\dots}} } \\ \color{blue}{aaaaaaa} \end{array} & \begin{array}{c} \color{green}{bbbbbbb} \\ \color{blue}{2+\cfrac 2 {2+\cfrac 2 {2+\cfrac 2\dots}} } \end{array} \end{array} $$

$$
\begin{array}{c|c}
 a^2-b^2 & 
 \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}}
 \end{array} \\\hline  
 \begin{array}{c}
\color{green}{1+\cfrac 1 {1+\cfrac 1 {1+\cfrac 1\dots}} } \\ \color{blue}{aaaaaaa}
 \end{array} & 
 \begin{array}{c}
\color{green}{bbbbbbb} \\ \color{blue}{2+\cfrac 2 {2+\cfrac 2 {2+\cfrac 2\dots}} }
 \end{array}
\end{array}
$$
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You might split cells instead by using nested arrays, as in the following example

$$ \begin{array}{c|c} a^2-b^2 & \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}} \end{array} \\\hline \begin{array}{cc}a-b & a+b \end{array} & \sqrt {2} \end{array} $$

It is generated by

$$ \begin{array}{c|c} a^2-b^2 & \begin{array}{ccc} 1+i & 1-i & \frac{1}{\sqrt{2}} \end{array} \\\hline \begin{array}{cc}a-b & a+b \end{array} & \sqrt {2} \end{array} $$

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