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As far as I have heard, dual booting (Ubuntu and Windows) in UEFI isn't very clean, and hence people prefer CSM when doing so. But, in case my laptop has Windows pre-installed in UEFI, I need to reinstall it to get it in CSM.

Now, my laptop's boot menu has an option of UEFI and CSM. What could this option mean? Does it mean I can dual boot without any hassles?

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Each firmware can be different, but generally this option means that your firmware will first try to boot in UEFI mode (it will search for .efi files corresponding to your UEFI entries), then if it fails to boot in UEFI mode it will try to boot in Legacy mode.

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Dual-booting Windows and Linux in EFI mode can be done in a perfectly "clean" way. In fact, it's got some advantages over BIOS/CSM/legacy mode. The main troubles with EFI-mode dual-boot setups are with buggy firmware and with a lack of user understanding of the issues. The firmware bugs are being slowly resolved, but there are still too many problems. (Sometimes upgrading the firmware will help.) User understanding can be acquired by reading appropriate sites. Two I recommend are:

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