F# – Functional Programming for the Masses….
Functional programming has been around for quite some time. Many functional languages predate the languages we use today. In fact Lisp was created in the late 50’s.
Functional programming is based on lambda calculus which is a branch of mathematics that describes functions and their evaluations (see wikipedia). Pure functional languages are built from mathematical functions and do not allow for any mutable state or side effects. This means that no state can be modified and it cannot have IO. Because of this, until recently functional programming languages and concepts were primarily the domain of mathematicians and scientists doing theoretical work.
So, why the new interest in functional programming?
Some of this is due to functional programming concepts creeping into main stream languages such as C#. With .NET 3.5, came LINQ (Language Integrated Query) which is firmly rooted in the functional programming paradigm. LINQ essentially builds an expressions tree used to describe a query operation. This operation is then evaluated “Lazily” at the moment it is needed. This idea of lazy evaluation is also a core concept in functional programming language.
So why is functional programming important?
While Moore’s law (which is the doubling of the number of transistors that can fit on an IC every two years) continues to be true, we are not seeing this same trend in clock speeds which have traditionally given us the performance boosts that we have seen over the years. With the advent of multi-core processors, the future shows us that to increase performance, instead of clock speeds increasing (which has a physical limitation that is due to the speed of light), we will see an exponential growth in the number of processor cores. Currently, two and four cores are popular but soon we will see 8, 16, 32 and more cores.
To take advantage of all of these cores, multithreaded programming will become increasingly more and more important as a way to exploit the new multi-core processors. We all know that multi-threaded programming is very difficult at best. With mutable state and multi-threaded programming, the possibility of encountering race conditions, dead locks and corrupted data goes up exponentially with the number of cores causing a much greater possibility of producing “Heisen-bug” (which are bugs that are very difficult to debug because the behavior is changed by the act of debugging).
Because Functional programming does not use mutable state, it is very suitable for being able to easily and safely handle computationally expensive processing across many, many cores in parallel,
Enter, Microsoft F#
Microsoft has recently introduced a new, mostly, Functional programming language built on top of the .NET CLR. This new language, called F#, came out of the Microsoft Research group and is in the process of being productized so that it can be included in a future release of Visual Studio.
F# at the PDC 2008
At the PDC08, Luca Bolognese, the product manager for F#, gave an excellent presentation on F#. In his talk he created a program in F# that performed various financial calculations on stock prices that were downloaded from the internet. What was really interesting was how he went about writing the program. Typically, when writing programs using imperative languages like C#, we tend to take a top down approach. Sure, we break our programs into methods but we think more or less in a procedural fashion. With functional languages, as was the case in this presentation, the solution is often composed from the inside out, much like you would compose a complex SQL statement or an XSL transform. With SQL or XSL, you often start in the middle by starting with a basic function then running it to check the results. Then you slowly filter and modify the results to slowly build out the desired solution. Because of this, when you look at the final result, it can look complex and you might often scratch your head when you come back to it at a later date.
This inside-out composition technique is exactly how Luca built his solution. Slowly getting to the final desired result. The amazing thing was how little code it took to reach his end result compared to what would have been necessary if it were written in C#. Much of the “noise” was removed by the F# solution and in the end it really described the problem at hand. What really helped this approach is that F# uses type inference so you don’t need to declare your many of your types, this made the composition process of creating the program much easier. This is not to imply that F# is not statically typed, it is NOT dynamic language. In fact, functions are types in F#.
Another technique he showed was currying. This is basically piping the results of one function into the input of another. This made the code very readable and gave a clear understanding of what was being accomplished.
After creating the program, Luca showed how simple it was to parallelize his solution to run across multiple processors. To do this, he needed to make only slight modifications to the code but he didn’t need to add any locks, monitors, wait handles or any of the other constructs we normally associate with multithreaded programming. In fact, his solution would safely run against as many processors as could be contained on a chip. Amazing…doing this in an imperative language like C# would scare the most seasoned developer.
Since F# is built upon the CLR, it is a functional language that can interact with both the rich class library of .NET framework as well as with other assemblies written in other .NET languages. This opens up lots of interesting scenarios and allows us the possibility of writing computationally expense algorithms in F# which provide a safe story for parallelization.
Here are links to Luca Bolognese’s presentation of F# at the PDC 2008. I highly recommend it. Luca is presentation style is both very informative as it is entertaining. The bulk of his presentation was done as a demo which should please the developer in all of us.
An Introduction to Microsoft F# presenter: Luca Bolognese
Other resources for F#
POP Coder 
Great post! F# is definitely causing a lot of interest in the industry, especially in Quant groups which are currently stuck building most of their stuff in c++
I agree Greg, F# will be huge with the Quant folks. Some of the big Wall Street Quant folks currently use the functional language OCaml. Having a functional language in .NET will allow these folks to be sooo much more productive.