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

[Luigi B. <lui...@gm...>]

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


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