From: Luigi B. <lui...@gm...> - 2013-10-29 10:21:31
|
Hi Joe, I've merged your code into master. Please check if everything works as expected. (Note: there are a couple of test-case failures today, but it's an accuracy thing. The same failures appear on version 1.3.) Keep us updated on what happens in your fork---and people, help Joe out; it's an interesting project, as well as a useful one. Fork his repo and send him pull requests. Later, Luigi On Sun, Oct 27, 2013 at 11:54 AM, Joseph Wang <joe...@gm...> wrote: > 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. -- <https://implementingquantlib.blogspot.com> <https://twitter.com/lballabio> |