Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/parallel-programming-open-MP-tp13029p13036.html
On Thu, 2009-10-01 at 08:42 +0200, Dima wrote:
> So, this could be parallelized, no?
Yes.
> I mean not the conversion.
Not the internals of the conversion, you mean?
> But since they are
> indendent we could generate say 1000 variables in a parallel framework
You mean "generate" as in "from scratch" (generate the uniform and
transform) or as in "given N uniforms, transform them to normal in
parallel"? The first might be harder to do across the different kinds
of generator (pseudo-random, Sobol etc.)
Luigi
--
Within C++, there is a much smaller and cleaner language struggling to
get out.
-- Bjarne Stroustrup
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