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Apache.Ignite.Core.dll assembly includes unmanaged "ignite.jni.dll" as a resource.
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Ignite.NET loads one of the dlls according to current execution mode (see UnmanagedUtils initializer), and attempts to resolve corresponding JRE using Windows Registry, if the JAVA_HOME variable is not set (IgniteUtils.GetJvmDllPaths).
x64 and x86 solution configurations rely on normal build process where C++ projects are built as dependencies. AnyCPU build, however, uses "build-common.ps1" PowerShell script as a pre-build event of Apache.Ignite.Core project to build C++ parts as both x64 and x86.