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Even though grammars can do what regular expressions do, why are regular expression employed instead of grammars in lexical analysis?

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Regular languages are faster to recognize, and so they are preferred whenever possible. Fortunately, regular expressions are usually good enough for describing the lexemes of a language.

Indeed, in some sense the separation between lexical analysis and parsing is exactly due to this fact, that lexical analysis can be done more efficiently than parsing.

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