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RGB vs CMYK: What's the difference?

RGB
Red-Green-Blue are the primary colors as they are defined by light. This is the "color space" you see on your monitor or television. Your computer automatically converts documents to cmyk when it prints to your inkjet or laser printer, but your colors will be less vibrant than you see on your computer screen. Using RGB creates problems when sending a job to a commercial printer.

CMYK
Cyan-Magenta-Yellow-blacK are the primary colors as they are defined by printing inks which are made up of dyes and pigments. This is the "color space" that's used by commercial printers. Dyes and pigments do not produce as wide a range of colors as light so there is often an unwanted color shift and the colors will be more muted than they are on your monitor.

Most full color printing is accomplished using only these 4 colors. Sometimes a "spot" color — a clear varnish and/or a PMS (Pantone Matching System) color, which is a specific premixed color — will be added. To see an approximation on your monitor of the colors as they will be printed, you need to prepare your file using CMYK. Sometimes your program will ask if you are printing on "coated" (glossy or matte) or "uncoated" paper: Each accepts the inks differently so it helps to know the end product.

Red-Yellow-Blue
These are the primary colors I first learned about when painting in oils and watercolors and, since paints are pigments and dyes, correspond to magenta (red), yellow, and cyan (blue).