Multicore support for QuantLib

[Kakhkhor Abdijalilov]

Dear All,
I am considering to start working on multicore support for QuantLib.
In particular, I am intended to use Intel's Threading Building Blocks
to enable multicore support for QuantLib. But before I start, it would
be great to know if anyone else done something similar with QuantLib.
Do you think TBB is the best choice?

Regards,
KA.

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[xiaoming lai-2]

KA,

I am not sure that it is easy to add the thread support for QuantLib, since
which is object oriented and using a lot of singletons.
Last time, I every tried to add the thread support for partial classes of
it, but finally I aborted it and switched to multi-process solution.

Regards,
Xiaoming


-----Original Message-----
From: Kakhkhor Abdijalilov [mailto:[hidden email]]
Sent: Thursday, February 04, 2010 10:20 AM
To: [hidden email]
Subject: [Quantlib-dev] Multicore support for QuantLib

Dear All,
I am considering to start working on multicore support for QuantLib.
In particular, I am intended to use Intel's Threading Building Blocks
to enable multicore support for QuantLib. But before I start, it would
be great to know if anyone else done something similar with QuantLib.
Do you think TBB is the best choice?

Regards,
KA.

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[japari]

Hi,
why not boost::thread since QL depends already on it? I am thinking algorithm
level not OO design.

Best regards
Pepe

Quoting xiaoming lai <[hidden email]>:

> KA,
>
> I am not sure that it is easy to add the thread support for QuantLib, since
> which is object oriented and using a lot of singletons.
> Last time, I every tried to add the thread support for partial classes of
> it, but finally I aborted it and switched to multi-process solution.
>
> Regards,
> Xiaoming
>
>
> -----Original Message-----
> From: Kakhkhor Abdijalilov [mailto:[hidden email]]
> Sent: Thursday, February 04, 2010 10:20 AM
> To: [hidden email]
> Subject: [Quantlib-dev] Multicore support for QuantLib
>
> Dear All,
> I am considering to start working on multicore support for QuantLib.
> In particular, I am intended to use Intel's Threading Building Blocks
> to enable multicore support for QuantLib. But before I start, it would
> be great to know if anyone else done something similar with QuantLib.
> Do you think TBB is the best choice?
>
> Regards,
> KA.
>
> ----------------------------------------------------------------------------
> --
> The Planet: dedicated and managed hosting, cloud storage, colocation
> Stay online with enterprise data centers and the best network in the
> business
> Choose flexible plans and management services without long-term contracts
> Personal 24x7 support from experience hosting pros just a phone call away.
> http://p.sf.net/sfu/theplanet-com
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
> __________ Information from ESET NOD32 Antivirus, version of virus signature
> database 4833 (20100203) __________
>
> The message was checked by ESET NOD32 Antivirus.
>
> http://www.eset.com
>
>
>
>
> __________ Information from ESET NOD32 Antivirus, version of virus signature
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>
> The message was checked by ESET NOD32 Antivirus.
>
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>
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[Kakhkhor Abdijalilov]

Why TBB and not boost? Because TBB emphasizes task based programming.
It saves the developers from dealing with raw threads. In addition to
many parallel algorithms and concurrent containers, TBB also supports
thread based programming very similar to tboost::threads.

Regards,
KA.

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