When querying a large collection which consists of millions of items, you may encounter some serious performance issues. If you are using an unordered collection, In worst case scenario it will take O(n) to fetch an item. Where as is in a sorted collection, it will be search better than that of an unordered collection – with a performance complexity O(log n). Where as with a dictionary it is a constant time O(1) and offers the best deal.

Unfortunately, a dictionary can only accept one key. What if you have to query on other parameters without affecting the performance. Nested dictionaries is “an” answer.(Not always though, if you need perform comparison)

A sample declaration is as follows

   Dim dict As Dictionary(Of Integer, Dictionary(Of Long, Dictionary(Of Integer, Dictionary(Of String, Product))))

Now creating such a nested dictionary is not an easy work. For Each column, For Each order, you have tailor the dictionary and there is no “abstract” silver bullets to ease the creation of such a dictionary.
As for future convenience I just created a simple extension to IEnumerable which will convert to a “MultiKeyDictionary”.

Here is a simple walkthrough:

Dim students As New List(Of Student)
students.Add(New Student() With {.Age = 10, .Batch = 1231456, .Name = "Tony", .Year = 2012})
students.Add(New Student() With {.Age = 11, .Batch = 1231435, .Name = "James", .Year = 2013})
students.Add(New Student() With {.Age = 10, .Batch = 1231456, .Name = "Andy", .Year = 2012})

And all you need to do is.

dict = students.ToMultiKeyDictionary({Function(x) x.Age, Function(x) x.Batch, Function(x) x.Year, Function(x) x.Name, Function(x) x})

I have made this for fun and cant guarantee that this will be bug free. If you find some issues please do report.

The gist to the implementation is available at : https://gist.github.com/1845121

<ExtensionAttribute()>
 Public Function ToMultiKeyDictionary(Of TSource, TSecKey)(ByVal source As IEnumerable(Of TSource), ByVal ParamArray func() As Func(Of TSource, TSecKey)) As IDictionary
 Dim reverseCollection As New Dictionary(Of Integer, Type)
 Dim functionsCount As Integer = func.Count
 Dim dictTypeCollection As New List(Of IDictionary)
Dim instanceOfCurrentDictionaryArgument As New Object
 Dim dictionaryArgQueue As Object = Nothing
 Dim dictionaryTypes As New List(Of Type)
 For i = 0 To functionsCount - 1
 reverseCollection.Add(i, source.Select(func(func.Count() - (i + 1))).FirstOrDefault().GetType())
 Next
 Dim typeOfGenericDictionary As Type
 Dim dictionaryTypeArgs() As Type
 Dim newConstructedType As Type
 Dim currentDictionaryInstance As IDictionary
For i = 0 To reverseCollection.Count - 1
If reverseCollection(i) IsNot GetType(String) Then
instanceOfCurrentDictionaryArgument = Activator.CreateInstance(reverseCollection(i))
Else
 instanceOfCurrentDictionaryArgument = String.Empty
End If

If instanceOfCurrentDictionaryArgument IsNot Nothing AndAlso dictionaryArgQueue IsNot Nothing Then
typeOfGenericDictionary = GetType(Dictionary(Of ,))
 dictionaryTypeArgs = {instanceOfCurrentDictionaryArgument.GetType(), dictionaryArgQueue.GetType()}
 newConstructedType = typeOfGenericDictionary.MakeGenericType(dictionaryTypeArgs)
 currentDictionaryInstance = Activator.CreateInstance(newConstructedType)
 dictionaryTypes.Add(newConstructedType)
 dictionaryArgQueue = currentDictionaryInstance
 Else
 dictionaryArgQueue = instanceOfCurrentDictionaryArgument
 End If
 Next
 Dim dict As IDictionary = Activator.CreateInstance(dictionaryTypes.Last())
 'If dict IsNot Nothing Then
 Dim queueObj As Object
 For Each item In source
Dim currentItem = item

Dim itemAddedFlag As Boolean = False
 Dim currentItemInCollection As IEnumerable(Of TSource)
Dim iterDict As IDictionary = dict 'Reset dictionary
For i = 0 To func.Count - 1
 currentItemInCollection = {currentItem}
Dim currentKey As TSecKey = currentItemInCollection.Select(func(i)).FirstOrDefault()
If iterDict.Contains(currentKey) AndAlso iterDict(currentKey) IsNot Nothing Then
 iterDict = iterDict(currentKey)
 Else
queueObj = Nothing
 For k = 0 To reverseCollection.Count - 1
If queueObj Is Nothing Then
queueObj = currentItemInCollection.Select(func(functionsCount - (k + 1))).FirstOrDefault()
Else
Dim curObject As Object = currentItemInCollection.Select(func(functionsCount - (k + 1))).FirstOrDefault()
 Dim currentDictionaryFromReverse As IDictionary = Activator.CreateInstance(dictionaryTypes(k - 1))
 If iterDict.GetType() = currentDictionaryFromReverse.GetType() Then
iterDict.Add(curObject, queueObj)
 itemAddedFlag = True
 Exit For
End If
 currentDictionaryFromReverse.Add(curObject, queueObj)
 queueObj = currentDictionaryFromReverse
End If
Next
If itemAddedFlag Then
 Exit For
 End If
 End If
Next
 Next
Return dict
End Function