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POC# Decimal datatype performance
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copied!<p>I'm writing a financial application in C# where performance (i.e. speed) is critical. Because it's a financial app I have to use the Decimal datatype intensively. </p> <p>I've optimized the code as much as I could with the help of a profiler. Before using Decimal, everything was done with the Double datatype and the speed was several times faster. However, Double is not an option because of its binary nature, causing a lot of precision errors over the course of multiple operations.</p> <p>Is there any decimal library that I can interface with C# that could give me a performance improvement over the native Decimal datatype in .NET?</p> <p>Based on the answers I already got, I noticed I was not clear enough, so here are some additional details:</p> <ul> <li>The app has to be as fast as it can possibly go (i.e. as fast as it was when using Double instead of Decimal would be a dream). Double was about 15x faster than Decimal, as the operations are hardware based.</li> <li>The hardware is already top-notch (I'm running on a Dual Xenon Quad-Core) and the application uses threads, so CPU utilization is always 100% on the machine. Additionally, the app is running in 64bit mode, which gives it a mensurable performance advantage over 32bit.</li> <li>I've optimized past the point of sanity (more than one month and a half optimizing; believe it or not, it now takes approx. 1/5000 of what it took to do the same calculations I used as a reference initially); this optimization involved everything: string processing, I/O, database access and indexes, memory, loops, changing the way some things were made, and even using "switch" over "if" everywhere it made a difference. The profiler is now clearly showing that the remaining performance culprit is on the Decimal datatype operators. Nothing else is adding up a considerable amount of time.</li> <li>You have to believe me here: I've gone as far as I could possibly go in the realm of C#.NET to optimize the application, and I'm really amazed at its current performance. I'm now looking for a good idea in order to improve Decimal performance to something close to Double. I know it's only a dream, but just wanted to check I thought of everything possible. :)</li> </ul> <p>Thanks!</p>

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