MSDN Magazine points to an interesting lightweight Xml reader/writer framework for non-managed use called XmlLite.
It uses a COM interface (via IUnknown etc.) without the overhead of actually instantiating via COM (COM Lite). XmlLite is basically a port of XmlReader and XmlWriter from the .NET framework to native C++ - providing a significant speed boost over MSXML.
It’s available by default on Vista, or via download for XP and 2k3.
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