July 2012 - SQLPerformance.com
SentryOne - SQL Sentry
Jul 242012

I see a lot of advice out there that says something along the lines of, "Change your cursor to a set-based operation; that will make it faster." While that can often be the case, it's not always true. One use case I see where a cursor repeatedly outperforms the typical set-based approach is the calculation of running totals. This is because the set-based approach usually has to look at some portion of the underlying data more than one time, which can be an exponentially bad thing as the data gets larger; whereas a cursor – as painful as it might sound – can step through each row/value exactly once.

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