@David M Drukker
Thanks for the info. Looks like I may need to go through some existing Mata code to get the speed benefit. Also, thanks for mentioning that Bill Gould's book was already released. I think Bill Rising mentioned that Bill Gould was working on a book on Mata, so I ordered a copy the other day.
Also would the equivalent of DLLs in *nix based environment be shared object (*.so) or dynamic library (*.dyld) files? Are there any tricks/tips for compiler optimization that are going to be handled in this series and/or would that be something that could be addressed in a different set of posts?