Re: [Quantlib-dev] OpenMP heads up

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

Great. Is your code on GitHub?

Luigi

On Thu, Oct 17, 2013 at 2:15 PM, Joseph Wang <joe...@gm...> wrote:
> Just a heads up.  I'm working on getting QuantLib working with parallel
> computing.  I've got the system built with OpenMP, and I'm going to be
> playing with getting it working with OpenMPI afterwards.
>
> I'm going to start with the "obvious" parallel areas (i.e. parallelize monte
> carlo paths) but if someone has ideas on non-obvious places to look at
> parallel coding let me know.  One non-obvious place I can think of is the
> tridiagonalization routine where you have to use a different algorithm to
> get any parallel speedup.
>
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