Copied from TFS item 819298

Original Connect item: https://connect.microsoft.com/PowerShell/feedback/details/635454/add-support-for-linq

When LINQ is available, it can push queries into the native language of the underlying storage without requiring users to learn that query language. This transformation can speed up queries to perform hundreds times faster, and when the alternative is to ship large amounts of data over the wire to be filtered locally, thousands of times faster.

In many cases using LINQ can convert a script which ran so slow as to be infeasible into scripts that we can run every day, and in fact, can run whenever we like -- and it also drastically reduces CPU impact.

For a trivial example, see this post on Stack Overflow http://stackoverflow.com/questions/4559233/technique-for-selectively-formatting-data-in-a-powershell-pipeline-and-output-as where the switch to using LINQ (by embedded the LINQ into a C# function via Add-Type and calling it from PowerShell) provided 1000 times speedup. It's currently not possible to write that LINQ query at all in pure PowerShell, and the alternative (as it was written in the other answer on that StackOverflow question, using Where-Object) is extremely slow even on modest data sets.

The bottom line is that the Where-Object and Select-Object cmdlets are very slow, and using them to query databases, and other remote systems results in not only the slowdown of processing thousands of items in a Where-Object, but potentially sending them all over the wire as well.

Since LINQ to events is becoming available through the Rx project, it's more useful, and more important than ever, and we really need a way to write LINQ natively in PowerShell.