Originally Posted by wikipedia article on directX
Microsoft DirectX is a collection of application programming interfaces (APIs) for handling tasks related to multimedia, especially game programming and video, on Microsoft platforms. Originally, the names of these APIs all began with Direct, such as Direct3D, DirectDraw, DirectMusic, DirectPlay, DirectSound, and so forth. DirectX, then, was the generic term for all of these Direct-something APIs, and that term became the name of the collection. After the introduction of the Xbox, Microsoft has also released multiplatform game development APIs such as XInput, which are designed to supplement or replace individual DirectX components.
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Nevertheless, the other APIs of DirectX are often combined with OpenGL in computer games because OpenGL does not include all of DirectX's functionality (such as sound or joystick support). However, the combination of OpenGL and SDL for this purpose is becoming increasingly popular.
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APIs such as Direct3D and DirectSound need to interact with hardware, and they do this through a device driver. Hardware manufacturers have to write these drivers for a particular DirectX version's device driver interface (or DDI), and test each individual piece of hardware to make them DirectX compatible. Some hardware devices only have DirectX compatible drivers (in other words, one must install DirectX in order to use that hardware). Early versions of DirectX included an up-to-date library of all of the DirectX compatible drivers currently available. This practice was stopped however, in favor of the web-based Windows Update driver-update system, which allowed users to download only the drivers relevant to their hardware, rather than the entire library.