Re: parallel programming open-MP
Posted by
Dimathematician on
URL: http://quantlib.414.s1.nabble.com/parallel-programming-open-MP-tp13029p13035.html
So, this could be parallelized, no? I mean not the conversion. But since they are
indendent we could generate say 1000 variables in a parallel framework
2009/9/30 Luigi Ballabio
<[hidden email]>
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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