Got this update from SQLCAT blog on MSDN about new whitepaper on Analysis Services many-to-many dimensions that helps in MDX query performance optimization steps you need to take care. Many-to-many dimension relationships in SQL Server 2005 Analysis Services (SSAS) enable you to easily model complex source schemas and provide great analytical capabilities. This capability frequently comes with a substantial cost in query performance due to the runtime join required by Analysis Services to resolve...(
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Read the complete post at http://sqlserver-qa.net/blogs/bi/archive/2008/01/02/new-whitepaper-available-on-analysis-services-many-to-many-dimensions-query-performance-optimization-techniques.aspx