UDM, on the other hand, is the name that Microsoft gives to the data structures used to store data in Analysis Service. For example, when you create a start schema in SSAS with dimensions, facts and hierarchies, you have created a unified dimensional model or UDM. This is how the data is stored in the cube, while MDX is the language you use to query the data stored in the cube.
Related Q&A from Mark Kromer, Mark Kromer, Database Platform Specialist, Microsoft
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