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The backslash character has several uses. Firstly, if it is followed by a non-alphanumeric character, it takes away any special meaning that character may have. This use of backslash as an escape character applies both inside and outside character classes.
For example, if you want to match a "*" character, you write "\*" in the pattern. This applies whether or not the following character would otherwise be interpreted as a meta-character, so it is always safe to precede a non-alphanumeric with "\" to specify that it stands for itself. In particular, if you want to match a backslash, you write "\\".
There is no restriction on the appearance of non-printing characters, apart from the binary zero that terminates a pattern, but when a pattern is being prepared by text editing, it is usually easier to use one of the following escape sequences than the binary character it represents: