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A dynamic C library is loaded into RAM and then its code is executed directly (perhaps with some transformation of the transferred structures from managed to unmanaged and vice versa).
In the case of similar C# code, there is no managed/unmanaged data conversion, but the code itself is executed by the CLR, which can be slower than compiled C code.
If your code performs complex calculations that require minutes or even hours of time, I recommend using libraries to C. For the rest - as it will be more convenient.
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