Thread.Start
Starts a new OS thread to
execute the delegate. When the delegate returns, the thread is destroyed. This
is quite a heavy-weight operation (starting and destroying a thread) so you
typically only do it if the method is going to be long-running.
Delegate.BeginInvoke
Delegate.BeginInvoke will
call the delegate on a thread pool thread. Once the method returns, the thread
is returned to the pool to be reused by another task. The advantage of this is
that queuing a method to the thread pool is relatively light-weight because you
don't have to spin up a whole new thread every time.
Control.BeginInvoke
Control.BeginInvoke executes
the specified delegate asynchronously on the thread that the control's underlying
handle was created on. It basically takes a delegate and runs it on the thread
that created the control on which you called BeginInvoke. In other words Control.BeginInvoke invokes
the method on the thread for the control. UI components are inherently
single-threaded and every interaction with a UI control must be done on the
thread that created it. Control.BeginInvoke is a handy way to do
that.
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