The constructor IS the "Initialize function"
Rather than calling two functions
object = new Class;
object.initialize();
You just call
object = new Class();
The logic inside the constructor can be identical to the logic inside the initialize function, but it's much tidier and avoids you naming your function initialize(), me naming mine initialize_variables(), and someone else naming theirs init_vars()... consistency is useful.
If your constructor is very large, you may still wish to split variable initialisation into a separate function and calling that function from your constructor, but that's a specific exception to the scenario.
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