Re: parallel programming open-MP
Posted by
Dimathematician on
URL: http://quantlib.414.s1.nabble.com/parallel-programming-open-MP-tp13029p13033.html
I'd look in the methods/montecarlo folder and see what you can potentially
parallelize in the path generating process. Would be interesting to see
2009/9/29 shoja
<[hidden email]>
Hi Dima,
Thanks for the reply.
Maybe both :) can you point me to the random number generation in the source tree please.
On 29 Sep 2009, at 08:19, Dima wrote:
Welcome,
as an application, I'd rather suggest to add an Open-MP version of
random number generation for Monte Carlo. Matrix operations are
in my opinion not the application be parallelized in the first step as
they are usually not the key bottleneck in quant finance applications.
Thoughts?
2009/9/29
<[hidden email]>
Hi,
I am new to quantLib and would like to start working on adding an Open-
MP version of matrix operations to this opensource project.
thoughts?
Thanks
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