Hey, I right now have a list of a struct that I made, I sort this list everytime I add a new object, using the std::list sort method. I want to know what would be faster, using a std::multimap for this or std::list, since I'm iterating the whole list every frame (I am making a game).
I would like to hear your opinion, for what should I use for this incident.
You might consider using the lower_bound algorithm to find where to insert into your list. http://stdcxx.apache.org/doc/stdlibref/lower-bound.html
Edit: In light of Neil's comment, note that this will work with any sequence container (vector, deque, etc.)
std::multimap will probably be faster, as it is O(log n) per insertion, whereas an insert and sort of the list is O(n log n).
Depending on your usage pattern, you might be better off with sorted vectors. If you insert a whole bunch of items at once and then do a bunch of reads -- i.e. reads and writes aren't interleaved -- then you'll have better performance with vector, std::sort, and std::binary_search.
Generally speaking, iterating over a container is likely to take about as much time as iterating over another, so if you keep adding to a container and then iterating over it, it's mainly a question of picking a container that avoids constantly having to reallocate memory and inserts the way you want quickly.
Both list and multimap will avoid having to reallocate themselves simply from adding an element (like you could get with a vector), so it's primarily a question of how long it takes to insert. Adding to the end of a list will be O(1) while adding to a multimap will be O(log n). However, the multimap will insert the elements in sorted order, while if you want to have the list be sorted, you're going to have to either sort the list in O(n log n) or insert the element in a sorted manner with something like lower_bound which would be O(n). In either case, it will be far worse (in the worst case at least) to use the list.
Generally, if you're maintaining a container in sorted order and continually adding to it rather than creating it and sorting it once, sets and maps are more efficient since they're designed to be sorted. Of course, as always, if you really care about performance, profiling your specific application and seeing which works better is what you need to do. However, in this case, I'd say that it's almost a guarantee that multimap will be faster (especially if you have very many elements at all).
If you do not need Key/Value pairs std::set or std::multiset is probably better than using std::multimap.
Reference for std::set:
http://www.cplusplus.com/reference/stl/set/
Reference for std::multiset:
http://www.cplusplus.com/reference/stl/multiset/
Edit: (seems like it was unclear before)
It is in general better to use a container like std::(multi)set or std:(multi)map than using std::list and sorting it afterwards everytime an element is inserted because std::list does not perform very good in inserting elements in the middle of the container.