Spatial Data in SQL Server has special indexing because it has to perform specialised functions. It is able, for example, to break down an indexed space into a grid hierarchy by using a technique called tessellation. This is a rules-based system that, when you compare a shape to an index, works out how many cells in the the grid hierarchy are touched by that shape , and how deep down the grid hierarchy to search. There is powerful magic in Spatial Indexes as Surenda and Roy explain.
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