Great. Is your code on GitHub?
Luigi
On Thu, Oct 17, 2013 at 2:15 PM, Joseph Wang <
[hidden email]> wrote:
> Just a heads up. I'm working on getting QuantLib working with parallel
> computing. I've got the system built with OpenMP, and I'm going to be
> playing with getting it working with OpenMPI afterwards.
>
> I'm going to start with the "obvious" parallel areas (i.e. parallelize monte
> carlo paths) but if someone has ideas on non-obvious places to look at
> parallel coding let me know. One non-obvious place I can think of is the
> tridiagonalization routine where you have to use a different algorithm to
> get any parallel speedup.
>
> ------------------------------------------------------------------------------
> October Webinars: Code for Performance
> Free Intel webinars can help you accelerate application performance.
> Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most
> from
> the latest Intel processors and coprocessors. See abstracts and register >
>
http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev>
--
<
https://implementingquantlib.blogspot.com>
<
https://twitter.com/lballabio>
------------------------------------------------------------------------------
October Webinars: Code for Performance
Free Intel webinars can help you accelerate application performance.
Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from
the latest Intel processors and coprocessors. See abstracts and register >
http://pubads.g.doubleclick.net/gampad/clk?id=60135031&iu=/4140/ostg.clktrk_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
