Re: parallel programming open-MP

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/parallel-programming-open-MP-tp13029p13034.html

On Wed, 2009-09-30 at 16:43 +0200, Dima wrote:
> I'd look in the methods/montecarlo folder and see what you can
> potentially parallelize in the path generating process.

Last time I profiled it, the most time-expensive operation was
converting uniform variates into Gaussian variates.

Luigi

--

Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.



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