i have coding a web application which has multi user. they are select data or insert data every thing is that. But selecting some data need too many time such as using LINQ or mathematical calculation. i thing that: my user1 :
select * from MyTable -----> save as caching via proxy server in machine
my user2 :
select * from MyTable2 -----> save as caching via proxy server in machine
my user3 :
insert into MyTable2 -----> Update caching(select * from MyTable2) via proxy server in machine
How to write a proxy server to select Faster and update select result if another user update table?

WHEREclauses on your SELECT (and selecting only the required fields instead of*) might improve performance much more than manually caching the data. Remember that database access is usually very fast (when indexes are in the right places and you only request the data that is really needed) and that network connections between machines on the same subnet are usually fast as well. Did you do benchmarking to find out where your performance bottlenecks lie?