linux - When grep "\\" XXFile I got "Trailing Backslash"
Now I want to find whether there are lines containing '\' character. I tried grep "\\" XXFile but it hints "Trailing Backslash". But when I tried grep '\\' XXFile it is OK. Could anyone explain why the first case cannot run? Thanks.

The difference is in how the shell treats the backslashes:

When you write "\\" in double quotes, the shell interprets the backslash escape and ends up passing the string \ to grep. Grep then sees a backslash with no following character, so it emits a "trailing backslash" warning. If you want to use double quotes you need to apply two levels of escaping, one for the shell and one for grep. The result: "\\\\".
When you write '\\' in single quotes, the shell does not do any interpretation, which means grep receives the string \\ with both backslashes intact. Grep interprets this as an escaped backslash, so it searches the file for a literal backslash character.

If that's not clear, we can use echo to see exactly what the shell is doing. echo doesn't do any backslash interpretation itself, so what it prints is what the shell passed to it.
$ echo "\\"
\
$ echo '\\'
\\

