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Re: Multicore support for QuantLib

Posted by xiaoming lai-2 on Feb 04, 2010; 4:43am
URL: http://quantlib.414.s1.nabble.com/Multicore-support-for-QuantLib-tp11870p11871.html

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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