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Overhead of delegate definition inside of another method

I'm curious to understand what's happening behind the scenes in a situation like this:
public static void OuterMethod() {
// some random code
var a = 42;
var b = "meaning of life";
Func<string, object> factory = (aString) {
// do something with a and b
return "Hello World";
};
// some more random code
factory("My string");
}
I'm particularly interested in cases where OuterMethod is called very often. In my case it's the MVC request pipeline where OuterMethod is called once for each request.
Am I incurring a lot overhead by having to build factory each time the method is called? I could easily move the Func outside of OuterMethod into its own static method however in my actual scenario because it is defined inside I have access to a lot of variables I need to do my calculation that I would otherwise need to include in the signature of a method defined outside. Maybe this is just a micro optimization but I would like to better understand how the compiler treats these kinds of statements.

The actual lambda is going to result in a new named method (you just don't know what that name is) being created at compile time (the exact semantics will vary based on some of the specifics).
The only work being done on each invocation of the method is the creation of a new delegate object that has its own pointer to the same named method. If constructing that one object instance is really too much for you (hint: its not) then you could save that work by extracting the delegate out of the method.

How to use existing method instead of lambda when it's not static?

This must be a duplicate but i haven't found it. I've found this question which is related since it answers why it's recommended to use a method group instead of a lambda.
But how do i use an existing method group instead of a lambda if the method is not in the current class and the method is not static?
Say i have a list of ints which i want to convert to strings, i can use List.ConvertAll, but i need to pass a Converter<int, string> to it:
List<int> ints = new List<int> { 1 };
List<string> strings = ints.ConvertAll<string>(i => i.ToString());
This works, but it creates an unnecessary anonymous method with the lambda. So if Int32.ToString would be static and would take an int i could write:
List<string> strings = ints.ConvertAll<string>(Int32.ToString);
But that doesn't compile - of course. So how can i use a method group anyway?
If i'd create an instance method like this
string FooInt(int foo)
{
return foo.ToString();
}
i could use strings = ints.ConvertAll<string>(FooInt);, but that is not what i want. I don't want to create a new method just to be able to use an existing.

There is an static method in the framework, that can be used to convert any integrated data type into a string, namely Convert.ToString:
List<int> ints = new List<int> { 1 };
List<string> strings = ints.ConvertAll<string>(Convert.ToString);
Since the signature of Convert.ToString is also known, you can even eliminate the explicit target type parameter:
var strings = ints.ConvertAll(Convert.ToString);
This works. However, I'd also prefer the lambda-expression, even if ReSharper tells you something different. ReSharper sometimes optimizes too much imho. It prevents developers from thinking about their code, especially in the aspect of readability.
Update
Based on Tim's comment, I will try to explain the difference between lambda and static method group calls in this particular case. Therefor, I first took a look into the mscorlib disassembly to figure out, how int-to-string conversion exactly works. The Int32.ToString method calls an external method within the Number-class of the System namespace:
[__DynamicallyInvokable, TargetedPatchingOptOut("Performance critical to inline across NGen image boundaries"), SecuritySafeCritical]
public string ToString(IFormatProvider provider)
{
return Number.FormatInt32(this, null, NumberFormatInfo.GetInstance(provider));
}
The static Convert.ToString member does nothing else than calling ToString on the parameter:
[__DynamicallyInvokable]
public static string ToString(int value)
{
return value.ToString(CultureInfo.CurrentCulture);
}
Technically there would be no difference, if you'd write your own static member or extension, like you did in your question. So what's the difference between those two lines?
ints.ConvertAll<string>(i => i.ToString());
ints.ConvertAll(Convert.ToString);
Also - technically - there is no difference. The first example create's an anonymous method, that returns a string and accepts an integer. Using the integer's instance, it calls it's member ToString. The second one does the same, with the exception that the method is not anonymous, but an integrated member of the framework.
The only difference is that the second line is shorter and saves the compiler a few operations.
But why can't you call the non-static ToString directly?
Let's take a look into the ConvertAll-method of List:
public List<TOutput> ConvertAll<TOutput>(Converter<T, TOutput> converter)
{
if (converter == null)
{
ThrowHelper.ThrowArgumentNullException(ExceptionArgument.converter);
}
List<TOutput> list = new List<TOutput>(this._size);
for (int i = 0; i < this._size; i++)
{
list._items[i] = converter(this._items[i]);
}
list._size = this._size;
return list;
}
The list iteraterates over each item, calls the converter with the item as an argument and copys the result into a new list which it returns in the end.
So the only relation here is your converter that get's called explicitly. If you could pass Int32.ToString to the method, the compiler would have to decide to call this._items[i].ToString() within the loop. In this specific case it would work, but that's "too much intelligence" for the compiler. The type system does not support such code conversions. Instead the converter is an object, describing a method that can be called from the scope of the callee. Either this is an existing static method, like Convert.ToString, or an anonymous expression, like your lambda.
What causes the differences in your benchmark results?
That's hard to guess. I can imagine two factors:
Evaluating lambdas may result in runtime-overhead.
Framework calls may be optimized.
The last point especially means, that the JITer is able to inline the call which results in a better performance. However, those are just assumptions of mine. If anyone could clarify this, I'd appreciate it! :)

You hit the nail on the head yourself:
This works, but it creates an unnecessary anonymous method with the
lambda.
You can't do what you're asking for because there is no appropriate method group that you can use so the anonymous method is necessary. It works in that other case because the implicit range variable is passed to the delegate created by the method group. In your case, you need the method to be called on the range variable. It's a completely different scenario.

Why are lambda expressions not "interned"?

Strings are reference types, but they are immutable. This allows for them to be interned by the compiler; everywhere the same string literal appears, the same object may be referenced.
Delegates are also immutable reference types. (Adding a method to a multicast delegate using the += operator constitutes assignment; that's not mutability.) And, like, strings, there is a "literal" way to represent a delegate in code, using a lambda expression, e.g.:
Func<int> func = () => 5;
The right-hand side of that statement is an expression whose type is Func<int>; but nowhere am I explicitly invoking the Func<int> constructor (nor is an implicit conversion happening). So I view this as essentially a literal. Am I mistaken about my definition of "literal" here?
Regardless, here's my question. If I have two variables for, say, the Func<int> type, and I assign identical lambda expressions to both:
Func<int> x = () => 5;
Func<int> y = () => 5;
...what's preventing the compiler from treating these as the same Func<int> object?
I ask because section 6.5.1 of the C# 4.0 language specification clearly states:
Conversions of semantically identical
anonymous functions with the same
(possibly empty) set of captured outer
variable instances to the same
delegate types are permitted (but not
required) to return the same delegate
instance. The term semantically
identical is used here to mean that
execution of the anonymous functions
will, in all cases, produce the same
effects given the same arguments.
This surprised me when I read it; if this behavior is explicitly allowed, I would have expected for it to be implemented. But it appears not to be. This has in fact gotten a lot of developers into trouble, esp. when lambda expressions have been used to attach event handlers successfully without being able to remove them. For example:
class EventSender
{
public event EventHandler Event;
public void Send()
{
EventHandler handler = this.Event;
if (handler != null) { handler(this, EventArgs.Empty); }
}
}
class Program
{
static string _message = "Hello, world!";
static void Main()
{
var sender = new EventSender();
sender.Event += (obj, args) => Console.WriteLine(_message);
sender.Send();
// Unless I'm mistaken, this lambda expression is semantically identical
// to the one above. However, the handler is not removed, indicating
// that a different delegate instance is constructed.
sender.Event -= (obj, args) => Console.WriteLine(_message);
// This prints "Hello, world!" again.
sender.Send();
}
}
Is there any reason why this behavior—one delegate instance for semantically identical anonymous methods—is not implemented?

You're mistaken to call it a literal, IMO. It's just an expression which is convertible to a delegate type.
Now as for the "interning" part - some lambda expressions are cached , in that for one single lambda expression, sometimes a single instance can be created and reused however often that line of code is encountered. Some are not treated that way: it usually depends on whether the lambda expression captures any non-static variables (whether that's via "this" or local to the method).
Here's an example of this caching:
using System;
class Program
{
static void Main()
{
Action first = GetFirstAction();
first -= GetFirstAction();
Console.WriteLine(first == null); // Prints True
Action second = GetSecondAction();
second -= GetSecondAction();
Console.WriteLine(second == null); // Prints False
}
static Action GetFirstAction()
{
return () => Console.WriteLine("First");
}
static Action GetSecondAction()
{
int i = 0;
return () => Console.WriteLine("Second " + i);
}
}
In this case we can see that the first action was cached (or at least, two equal delegates were produced, and in fact Reflector shows that it really is cached in a static field). The second action created two unequal instances of Action for the two calls to GetSecondAction, which is why "second" is non-null at the end.
Interning lambdas which appear in different places in the code but with the same source code is a different matter. I suspect it would be quite complex to do this properly (after all, the same source code can mean different things in different places) and I would certainly not want to rely on it taking place. If it's not going to be worth relying on, and it's a lot of work to get right for the compiler team, I don't think it's the best way they could be spending their time.

Is there any reason why this behavior—one delegate instance for semantically identical anonymous methods—is not implemented?
Yes. Because spending time on a tricky optimization that benefits almost no one takes time away from designing, implementing, testing and maintaining features that do benefit people.

The other answers bring up good points. Mine really doesn't have to do with anything technical - Every feature starts out with -100 points.

In general, there is no distinction between string variables which refer to the same String instance, versus two variables which refer to different strings that happen to contain the same sequence of characters. The same is not true of delegates.
Suppose I have two delegates, assigned to two different lambda expressions. I then subscribe both delegates to an event handler, and unsubscribe one. What should be the result?
It would be useful if there were a way in vb or C# to designate that an anonymous method or lambda which does not make reference to Me/this should be regarded as a static method, producing a single delegate which could be reused throughout the life of the application. There is no syntax to indicate that, however, and for the compiler to decide to have different lambda expressions return the same instance would be a potentially breaking change.
EDIT I guess the spec allows it, even though it could be a potentially breaking change if any code were to rely upon the instances being distinct.

This is allowed because the C# team cannot control this. They heavily rely on the implementation details of delegates (CLR + BCL) and the JIT compiler's optimizer. There already is quite a proliferation of CLR and jitter implementations right now and there is little reason to assume that's going to end. The CLI spec is very light on rules about delegates, not nearly strong enough to ensure all these different teams will end up with an implementation that guarantees that delegate object equality is consistent. Not in the least because that would hamper future innovation. There's lots to optimize here.

Lambdas can't be interned because they use an object to contain the captured local variables. And this instance is different every time you you construct the delegate.

Creating two delegate instances to the same anonymous method are not equal

Consider the following example code:
static void Main(string[] args)
{
bool same = CreateDelegate(1) == CreateDelegate(1);
}
private static Action CreateDelegate(int x)
{
return delegate { int z = x; };
}
You would imagine that the two delegate instances would compare to be equal, just as they would when using the good old named method approach (new Action(MyMethod)). They do not compare to be equal because the .NET Framework provides a hidden closure instance per delegate instance. Since those two delegate instances each have their Target properties set to their individual hidden instance, they do not compare. One possible solution is for the generated IL for an anonymous method to store the current instance (this pointer) in the target of the delegate. This will allow the delegates to compare correctly, and also helps from a debugger standpoint since you will see your class being the target, instead of a hidden class.
You can read more about this issue in the bug I submitted to Microsoft. The bug report also gives an example of why we are using this functionality, and why we feel it should be changed. If you feel this to be an issue as well, please help support it by providing rating and validation.
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=489518
Can you see any possible reason why the functionality should not be changed? Do you feel this was the best course of action to get the issue resolved, or do you recommend that I should take a different route?

I'm not so inclined to think this is a "bug". It appears moreover that you're assuming some behaviour in the CLR that simply does not exist.
The important thing to understand here is that you are returning a new anonymous method (and initialising a new closure class) each time you call the CreateDelegate method. It seems that you are experting the delegate keyword to use some sort of pool for anonymous methods internally. The CLR certainly does not do this. A delegate to the anonymous method (as with a lambda expression) is created in memory each time you call the method, and since the equality operator does of course compare references in this situation, it is the expected result to return false.
Although your suggested behaviour may have some benefits in certain contexts, it would probably be quite complicated to implement, and would more likely lead to unpredictable scenarios. I think the current behaviour of generating a new anonymous method and delegate on each call is the right one, and I suspect this is the feedback you will get on Microsoft Connect as well.
If you are quite insistent on having the behaviour you described in your question, there is always the option of memoizing your CreateDelegate function, which would insure that the same delegate is returned each time for the same parameters. Indeed, because this is so easy to implement, it is probably one of the several reasons why Microsoft did not consider implementing it in the CLR.

EDIT: Old answer left for historical value below the line...
The CLR would have to work out the cases in which the hidden classes could be considered equal, taking into account anything that could be done with the captured variables.
In this particular case, the captured variable (x) isn't changed either within the delegate or in the capturing context - but I'd rather the language didn't require this sort of complexity of analysis. The more complicated the language is, the harder it is to understand. It would have to distinguish between this case and the one below, where the captured variable's value is changed on each invocation - there, it makes a great deal of difference which delegate you call; they are in no way equal.
I think it's entirely sensible that this already-complex situation (closures are frequently misunderstood) doesn't try to be too "clever" and work out potential equality.
IMO, you should definitely take a different route. These are conceptually independent instances of Action. Faking it by coercing the delegate targets is a horrible hack IMO.
The problem is that you're capturing the value of x in a generated class. The two x variables are independent, so they're unequal delegates. Here's an example demonstrating the independence:
using System;
class Test
{
static void Main(string[] args)
{
Action first = CreateDelegate(1);
Action second = CreateDelegate(1);
first();
first();
first();
first();
second();
second();
}
private static Action CreateDelegate(int x)
{
return delegate
{
Console.WriteLine(x);
x++;
};
}
}
Output:
1
2
3
4
1
2
EDIT: To look at it another way, your original program was the equivalent of:
using System;
class Test
{
static void Main(string[] args)
{
bool same = CreateDelegate(1) == CreateDelegate(1);
}
private static Action CreateDelegate(int x)
{
return new NestedClass(x).ActionMethod;
}
private class Nested
{
private int x;
internal Nested(int x)
{
this.x = x;
}
internal ActionMethod()
{
int z = x;
}
}
}
As you can tell, two separate instances of Nested will be created, and they will be the targets for the two delegates. They are unequal, so the delegates are unequal too.

I don't know about the C# specific details of this problem but I worked on the VB.Net equivalent feature which has the same behavior.
The bottom line is this behavior is "By Design" for the following reasons
The first is that in this scenario a closure is unavoidable. You have used a piece of local data within an anonymous method and hence a closure is necessary to capture the state. Every call to this method must create a new closure for a number of reasons. Therefore each delegate will point to an instance method on that closure.
Under the hood a anonymous method / expression is represented by a System.MulticastDelegate derived instance in code. If you look at the Equals method of this class you will notice 2 important details
It is sealed so there is no way for a derived delegate to change the equals behavior
Part of the Equals method does a reference comparison on the objects
This makes it impossible for 2 lambda expressions which are attached to different closures to compare as equals.

I can't think of a situation where I've ever needed to do that. If I need to compare delegates I always use named delegates, otherwise something like this would be possible:
MyObject.MyEvent += delegate { return x + y; };
MyObject.MyEvent -= delegate { return x + y; };
This example isn't great for demonstrating the issue, but I would imagine that there could be a situation where allowing this could break existing code that was designed with the expectation that this is not allowed.
I'm sure there are internal implementation details that also make this a bad idea, but I don't know exactly how anonymous methods are implemented internally.

This behaviour makes sense because otherwise anonymous methods would get mixed up (if they had the same name, given the same body).
You could change your code to this:
static void Main(){
bool same = CreateDelegate(1) == CreateDelegate(1);
}
static Action<int> action = (x) => { int z = x; };
private static Action<int> CreateDelegate(int x){
return action;
}
Or, preferably, since that's a bad way to use it (plus you were comparing the result, and Action doesn't have a return value ... use Func<...> if you want to return a value):
static void Main(){
var action1 = action;
var action2 = action;
bool same = action1 == action2; // TRUE, of course
}
static Action<int> action = (x) => { int z = x; };

Functors when should I use them whats their intended use [closed]

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I Just can't seem to wrap my head around them.
As I understand it's dynamically adding logic to a class. Are classes within the framework prepared for this?
Why should I just extend the class and add the functionality to it in the extension. I would be globally accessible and afaik much easier to maintain.
I've Read there are 4 functor types:
Comparer
Closure
Predicate
Transformer
We should probably Handle each one of them.
p.s. is there something like it in vb?
So I can state I think that lambda expressions are functors. This clears up things for me a bit :) (hehe)
Lambda expressions are functors?
Anonymous functions are functors?
But I asked this question because I ran into another type of fucntors namely these ones:
delegate void FunctorDelegate(int value);
class Addition {
FunctorDelegate _delegate;
public Addition AddDelegate(FunctorDelegate deleg) {
_delegate += deleg;
return this;
}
public int AddAllElements(IList< int> list) {
int runningTotal = 0;
foreach( int value in list) {
runningTotal += value;
_delegate(value);
}
return runningTotal;
}
}
And then calling it with this:
int runningTotal = new Addition()
.AddDelegate(new FunctorDelegate(
delegate(int value) {
if ((value % 2) == 1) {
runningOddTotal += value;
}
}))
.AddDelegate(new FunctorDelegate(
delegate(int value) {
if ((value % 2) == 0) {
runningEvenTotal += value;
}
}))
.AddAllElements(list);
So no fancy lambda style things.
Now I have this example but it isn't at all clear why this is a "good" solution.
Are delegates (functors) used as lambda expressions or anonymous methods "in most cases" just there as a shortcut for the programmer? There are as far as I can see only a few cases where they're actually the prefered choice for a problem.

I think you're confusing terms from different languages. You seem to be using "Functor" in the C++ or Java sense, e.g. see the wikipedia page. In C++, it's an object of a class that overloads the function-call operator, so it can be used as a function but with state.
This is logically the same thing as a delegate bound to an instance method in C# (or any .NET language).
There are three ways to write such a thing. First, you can write an ordinary method, and then assign the name of the method to a delegate variable.
void MyMethod() { Console.WriteLine("Hi!"); }
void Foo()
{
Action a = MyMethod;
a();
}
Second, you can use anonymous method syntax, introduced in C# 2.0:
void Foo()
{
Action a = delegate { Console.WriteLine("Hi!"); }
a();
}
Thirdly, you can use lambda syntax, introduced in C# 3.0:
void Foo()
{
Action a = () => Console.WriteLine("Hi!");
a();
}
The advantage of the last two is that the body of the method can read and write local variables in the containing method.
The advantage of lambda syntax over anon-methods are that it is more succinct and it does type inference on parameters.
Update: The advantage of anon-methods (delegate keyword) over lambdas is that you can omit the parameters altogether if you don't need them:
// correct way using lambda
button.Click += (sender, eventArgs) => MessageBox.Show("Clicked!");
// compile error - wrong number of arguments
button.Click += () => MessageBox.Show("Clicked!");
// anon method, omitting arguments, works fine
button.Click += delegate { MessageBox.Show("Clicked!"); };
I know of only one situation where this is worth knowing, which is when initializing an event so that you don't have to check for null before firing it:
event EventHandler Birthday = delegate { };
Avoids a lot of nonsense elsewhere.
Finally, you mention that there are four kinds of functor. In fact there are an infinity of possibly delegate types, although some authors may have their favourites and there obviously will be some common patterns. An Action or Command takes no parameters and returns void, and a predicate takes an instance of some type and returns true or false.
In C# 3.0, you can whip up a delegate with up to four parameters of any types you like:
Func<string, int, double> f; // takes a string and an in, returns a double
Re: Updated Question
You ask (I think) if there are many use cases for lambdas. There are more than can possibly be listed!
You most often see them in the middle of larger expressions that operate on sequences (lists computed on-the-fly). Suppose I have a list of people, and I want a list of people exactly forty years old:
var exactlyForty = people.Where(person => person.Age == 40);
The Where method is an extension method on the IEnumerable<T> interface, where T in this case is some kind of Person class.
This is known in .NET as "Linq to Objects", but known elsewhere as pure functional programming on sequences or streams or "lazy" lists (all different names for the same thing).

In .NET terms, I think what you are describing is the Delegate - and it exists in all of .NET, not just C#.
I'm not sure that a "closure" would a "type" in the same was as a comparer/predicate/transformer, since in C# terms a closure is simply an implementation detail but can be any of those three.
In .NET, delegates are used in two main ways:
as the eventing mechanism
to provide functional-style programming
The first is important, but it sounds like you are more interested in the second. In reality, they operate much like single-method interfaces... consider:
List<int> vals = new List<int> { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
List<int> evenVals = vals.FindAll(i => i % 2 == 0); // predicate
List<string> valsAsStrings = vals.ConvertAll(i => i.ToString()); // transformer
// sort descending
vals.Sort((x, y) => y.CompareTo(x)); // comparer
A closure is more where we bring additional scope from outside the delegate into the delegate:
int max = int.Parse(Console.ReadLine()); // perhaps 6
List<int> limited = vals.FindAll(i => i <= max);
here the max is captured into the delegate as a closure.
Re "Are classes within the framework prepaired for this?" - many are, and LINQ goes a long way to allowing this even wider. LINQ provides extension methods over (for example) all of IEnumerable<T> - meaning that collections without delegate-based access aquire them for free:
int[] data = { 1,2,3,4,5,6,7,8,9 };
var oddData = data.Where( i => i % 2 == 1 );
var descending = data.OrderBy(i => -i);
var asStrings = data.Select(i => i.ToString());
Here the Where and OrderBy methods are LINQ extension methods that take delegates.

Interesting with terminology; my spontaneous interpretation of the term "Functor" was that it referred to anonymous methods. So that will be my take on it.
These are some of my typical uses:
Comparisons (usually for sorting a list):
List<int> ints = new List<int>();
ints.AddRange(new int[] { 9, 5, 7, 4, 3, 5, 3 });
ints.Sort(new Comparison<int>(delegate(int x, int y)
{
return x.CompareTo(y);
}));
// yes I am aware the ints.Sort() would yield the same result, but hey, it's just
// a conceptual code sample ;o)
// and the shorter .NET 3.5 version:
ints.Sort((x, y) =>
{
return x.CompareTo(y);
});
I will use this approach for comparisons, rather than having it in its own method an using a delegate for that method, in the cases where this particular sort happens in one place only. If it is likely that I will want to use the same comparison somewhere else, it gets to live in its own, reusable method.
Another of my fairly common uses is in unit testing, when the test relies on some event being raised. I have found that to be essential when unit testing workflows in Workflow Foundation:
WorkflowRuntime runtime = WorkflowHost.Runtime;
WorkflowInstance instance = runtime.CreateWorkflow(typeof(CreateFile));
EventHandler<WorkflowEventArgs> WorkflowIdledHandler = delegate(object sender, WorkflowEventArgs e)
{
// get the ICreateFileService instance from the runtime
ISomeWorkflowService service = WorkflowHost.Runtime.GetService<ISomeWorkflowService>();
// set the desired file content
service.DoSomeWork(instance.InstanceId, inputData);
};
// attach event handler
runtime.WorkflowIdled += WorkflowIdledHandler;
instance.Start();
// perform the test, and then detach the event handler
runtime.WorkflowIdled -= WorkflowIdledHandler;
In this case it is simpler to have the event handler declared as anonymous methods since it uses the instance variable that is defined in the unit test method scope. Had I intstead opted to implelment the event handler as its own separate method I would also need to figure out a way for it to pick up instance, probably by introducing a class level member, which would not seem like a perfect design in a unit test class.
There are more cases where I find this in my code, but they usually have one or two things in common:
I have no interest in referencing that piece of code from anywhere else than in that particular place.
The method needs access to data that would be out of the scope for a regular method

The real answer is that a functor is a type of mathematical object, and is "reified" by different languages in different ways. For example, suppose that you have a "container" object that stores a bunch of other objects of the same type. (For example, a set or array) Then, if your language had a method that let you 'map' over the container, so that you could call a method on each object in the container, then the container would be a functor.
In other words, a functor is a container with a method that lets you pass a method to its contained things.
Every language has its own way of doing this, and they sometimes conflate the usage. For example, C++ uses function pointers to represent the "passing in" of a method, and calls the function pointer a "functor." Delegates are just a handle on methods that you can pass in. You are using the terminology "incorrectly", just like C++ does.
Haskell gets it right. You declare that a type implements the functor interface, and then you get the mapping method.
Functions (like lambdas) are functors too, but it can be kind of hard to think of a function as a "container". In short, a function is a "container" around a return value, constructed in such a way that the return value (possibly) depends on the function's arguments.

I'm sure you mean Lambda Expressions. Those are Small Functions you can write very quickly, and they have the characteristic "=>" Operator. These are a new Feature of C# 3.0.
This Example will be a classic Transformer; to use one we need a delegate to define the signature for the Lambda Function.
delegate int Transformer(int i);
Now Declare a Lambda with this delegate:
Transformer sqr = x => x * x;
We can use it like a normal function:
Console.WriteLine(sqr(3)); //9
These are used in LINQ Queries a lot, for example to Sort (Comparer), to Search through (Predicate).
The book "C# Pocket Reference" (apart from beign the best around in my opinion, has a very good part on Lambdas. (ISBN 978-0-596-51922-3 )