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What are some cool and obscure data structure you know of?
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Not exactly a datastructure alone, but bitslicing is a neat trick to turn some variable-time operations into constant-time operations. Used in cryptography for "substitution box" (S-box) operations, which can otherwise leak secrets via data-dependent timing variations.
The datastructure side of it is breaking up n words into bits and interleaving them within n variables (usually machine registers), so that the first variable contains the first bit from each word, the second variable the second bit, etc. It's also called "SIMD within a register".