The F#.NET Journal just published an article about purely functional data structures:
"Purely functional data structures such as the Set and Map collections provided by the F# standard library have many advantages over traditional imperative collections, particularly clarity due to the absence of mutation, but their performance can be much worse. Benchmarks have shown the F# Set and Map running up to 40× slower than the imperative HashSet and Dictionary collections provided by .NET. This article describes the design and implementation of a hash trie implementation of a set that is up to 7× faster to construct and up to 4.5× faster to search than the F# set..."
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