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

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

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 <lui...@gm...>

> 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.
>
>
>