Fixes to quantlib push #45 / openmp

Posted by Joseph Wang-4 on Oct 27, 2013; 10:54am
URL: http://quantlib.414.s1.nabble.com/Fixes-to-quantlib-push-45-openmp-tp14622.html

I've revised quantlib push #45 to default openmp to off, and to include only parallel changes that don't cause numerical differences.  Can you take a look and see if you can push it into the main quantlib trunk.

Also, I'd be interested to what experiences people out there have with openmp.  I'm finding that it dramatically speeds up FD and lattice calculations in my six-core machine.

------------------------------------------------------------------------------
October Webinars: Code for Performance
Free Intel webinars can help you accelerate application performance.
Explore tips for MPI, OpenMP, advanced profiling, and more. Get the most from
the latest Intel processors and coprocessors. See abstracts and register >
http://pubads.g.doubleclick.net/gampad/clk?id=60135991&iu=/4140/ostg.clktrk
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev