Many small files or one big file? (Or, Overhead of opening and closing file handles) (C++)

Question

I have created an application that does the following:

1. Make some calculations, write calculated data to a file - repeat for 500,000 times (over al

Answer 1

Before making any changes it might be useful to run a profiler trace to figure out where most of the time is spent to make sure you actually optimize the real problem.