In a custom UDF, what's the most appropriate way to initialize and connect
to a old-fashioned rdbms?

I wrote a simple UDF which opens/closes a connection on each exec(), but
this feels a bit like overkill.  Is there an "init()" method that is invoked
in a UDF to help with one-time initialization (like a database connection or
sql query preparation)?

Thanks
Dave Viner

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