The OCaml Journal just published an article about optimization:
"The OCaml programming language is unusually well suited to high-performance computing among functional programming languages because it provides a highly efficient code generator with a performant run-time and garbage collector. This makes it feasible to write high performance programs entirely in OCaml without having to drop to lower-level languages like C and Fortran for performance-critical sections of code. This article gives a case study that covers many of the techniques described so far before describing how the performance of the FFI can be improved and some optimizations that often provide substantial performance improvements in OCaml..."
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