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Commented Issue: Low runtime performance when creating vectors with initial values [56]

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The problem is clearly described in https://rdotnet.codeplex.com/discussions/458695

* Brush up on Marshal and P/Invoke options to see what's feasible
* Have tests, unit tests (regression tests) preferably
Comments: http://msdn.microsoft.com/en-us/library/aa288468%28v=vs.71%29.aspx

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