There are no two ways about it if you want to develop high performance software that runs fast and lean you have to code it close to the machine. This usually means writing it in C or C++.
While C or C++ are good for writing interfacing to hardware, number crunching, or graphics processing, developing the scaffolding that you need for your program becomes tedious and slow in C/C++. It is easier and faster to write such scaffolding in Lua.
Consider for example that you are writing a number crunching program that needs to be initialized with some user input. If you are using C/C++, you will have to write your own routines to parse the data. If you embed Lua, the configuration files can be simple Lua programs that are automatically parsed by the embedded Lua interpreter.
Lua has a number of advantages
You don't get an easy to use GUI interface by default with Lua. This is one advantage that an easy to use language like PureBasic has over Lua. However PureBasic generates programs for an x86 class machine with Windows, Linux or Mac OS to run. However Lua has bindings with the wxWidgets, Qt and other GUI widget sets that can be used to generate user interfaces for devices ranging from touch screen devices to PC class machines.
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