Problem

When the WordPress Markdown plugin and the Mathjax plugin are activated simultaneously, the Markdown plugin replaces \\ to \ and it causes a number of issues when the Mathjax plugin renders LaTeX. For example, a matrix may look like the following

mathjax1

where the intended rendering is as follows

mathjax2

Solution

When writing a LaTeX expression, one may use \\\\ to compensate the string replacement done by the Markdown plugin. For example, one may write an expression to represent a matrix as follows

U = \begin{bmatrix}
    x_1 & 1 \\\\
    x_2 & 1
\end{bmatrix}

Note that \\\\ is used to denote a new row of the matrix instead of \\.

Alternatively, one may alter the PHP implementation of Markdown to disable the string replacement within LaTeX blocks $$ ... $$. I decided not to do this because there may be unforeseen side-effects due to this change.