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An OLAP tool should be able allow you navigate across the cubes, if the two cubes share a common dimension.
For example- let us say that you have one cube related to sales revenue analysis, and another cube related to sales cost and profitability. If you are doing an analysis of sales revenue for an office, and at the same time you also want to find out the sales cost & profitability linked to the sales done by the same office. This means that you want to navigate across two cubes (sales revenue and sales cost & profitability cube), with a common dimension of sales location (office here).
An OLAP should be able to facilitate this navigation and connect across more than one cube. There are various methods by which this can be done in an OLAP tool. One such method is Virtual Cubes. In virtual cubes, you combine the two cubes on the elements linked to the common dimensions across the two cubes, and create a virtual cube. This virtual cube will not be actual storage, but will be a set of pointers to the two cubes which will give you the real-time integration. You can refer to field tip- Have conformed dimensions for cross-drilling
Some OLAP tools use the replicated cubes model, whereby the relevant data in the two cubes (which is linked to the common dimensions(s) shared across the cubes). This needs additional storage, but is good from performance perspective.
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