PREFACE: Do not run your jobs or heavy applications such as MATLAB or Mathematica on the login server. Please use an interactive session or job for all applications and scripts beyond basic terminals, editors, etc. The login servers are a shared, low-power resource.
Many graphical applications can be run from Odyssey with a combination of terminal X11 forwarding and an X Windows server. For Macs, the XQuartz X Windows server package is the currently recommended install. For Windows, Xming is a good choice. Both are free.
MacOS X users: Please note that the Mac Terminal cannot display graphical/X11 apps. If you attempt to do so you'll receive a DISPLAY error as Terminal is no X-enabled. You will need to use XQuartz.
NOTE: Another X Windows client for Windows called MobaXterm has started to gain users. Please be aware that you may need to use its Tools -> MobApt packages manager to install additional components before some X applications will work. You will almost definitely need to install xset before using any GUI apps (Mathematica, etc.) on Odyssey. See MobaXterm's Help documentation for more.
After installation, run the X Windows server application, and then connect with X11 forwarding enabled. From an X window on Mac or Linux, add the -CY option to the ssh command. Example:
ssh -CY email@example.com
For PCs using PuTTy, make sure and check the X11 forwarding box under Connection -> SSH -> X11
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