Re: [Quantlib-dev] parallel programming open-MP

[Dima <dim...@go...>]

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 <sh...@eb...>

> 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 <sh...@eb...>
>
>> 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
>>
>>
>> ------------------------------------------------------------------------------
>> Come build with us! The BlackBerry&reg; Developer Conference in SF, CA
>> is the only developer event you need to attend this year. Jumpstart your
>> developing skills, take BlackBerry mobile applications to market and stay
>> ahead of the curve. Join us from November 9&#45;12, 2009. Register
>> now&#33;
>> http://p.sf.net/sfu/devconf
>> _______________________________________________
>> QuantLib-dev mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>
>
>