SAX:
SAX is an event-driven XML parser that is appropriate for high-speed processing of XML because it does not produce a representation of the data in memory.
SAX automatically perform structure validation.
Event-based parsers (SAX) provide a data-centric view of XML. When an element is encountered, the idea is to process it and then forget about it. The event-based parser returns the element, its list of attributes, and the content. This is more efficient for many types of applications, especially searches. It requires less code and less memory since there is no need to build a large tree in memory as you are scanning for a particular element, attribute, and/or content sequence in an XML document.
DOM:
DOM produces an in-memory data representation, which allows an application to manipulate the contents in memory
DOM automatically perform structure validation.
Tree-based parsers (DOM) provide a document-centric view of XML. In tree-based parsing, an in-memory tree is created for the entire document, which is extremely memory-intensive for large documents. All elements and attributes are available at once, but not until the entire document has been parsed. This technique is useful if you need to navigate around the document and perhaps change various document chunks, which is precisely why it is useful for the Document Object Model (DOM), the aim of which is to manipulate documents via scripting languages or Java.
JAXB:
JAXB application can perform structure and content validation with Java classes that it generates from a schema. A JAXB application builds an in-memory data structure, like a DOM, by marshalling an XML document to build a content tree, which contains objects that are instances of the derived classes. However, unlike a DOM tree, a content tree is specific to one source schema, does not contain extra tree-manipulation functionality, allows access to its data with the derived classes' accessor methods, and is not built dynamically. For these reasons, a JAXB application uses memory more efficiently than a DOM application does. If the content of a document is more dynamic and not well-constrained, DOM and SAX are more appropriate than JAXB for processing XML content that does not have a well-known schema prior to processing the content.
Build object trees representing XML data that is valid against the XML Schema by either unmarshalling the data from a document or instantiating the classes you created.
Access and modify the data. Optionally validate the modifications to the data relative to the constraints expressed in the XML Schema.
Marshal the data to new XML documents.
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