Cache-warming is one of the most neglected performance-tuning techniques for Analysis Services: perhaps it seems too much like cheating? Yet almost everyone knows how much difference there can be executing a query on a cold cache and a warm cache so there should be no excuse not to be doing it, especially if you know what queries your users are likely to be running in advance. AS2005's caching mechanism is more complex than I can describe here (or than I can describe full stop - although I hear that the recently published "Microsoft Analysis Services 2005" has some great information on this front) but a lot of the time it can cache raw data ..
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