The F# Journal just published an article about data structures:
"F# is a versatile language that allows for many different ways in which to tackle a problem, since it encompasses functional, imperative and object-oriented programming techniques. However, the fact remains that it is a functional-first language, and as such, unless otherwise stated, it treats each computation as the evaluation of a mathematical function. Functions are seen as pure, meaning that they do not have side effects, either via memory or I/O actions - they do not alter the program's state. We're going to look at a standard problem which, using F#'s capabilities, can be solved by making use of some notion of state..."
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