What is the fastest way to find the closest point to a given point?

Question

What is the fastest way to find closest point to the given point in data array?

For example, suppose I have an array A of 3D points (with coordinates x,

Answer 1

You may organize your points in an Octree. Then you only need to search a small subset.

A Octree is a fairly simple data structure you can implement yourself (which would be a valuable learning experience), or you may find some helpful libraries to get you going.