Re: [Quantlib-users] Regarding OpenMP and Open MPI library support

[Jonathan S. <sw...@gm...>]

Hi Vamshi,

OpenMP is only wired into a few places in QuantLib so if your program
doesn't use those specific code paths then you probably won't see much
difference in terms of speed.

Moreover, QuantLib is not thread safe in general, and wasn't specifically
designed for thread-level parallelism. See Luigi's answer on Stack Overflow
for more details: https://stackoverflow.com/a/47098133

The good news is that you can use multiprocessing instead of multithreading
with your HPC cluster to parallelize your jobs across cores and nodes.


On Thu, Jan 6, 2022 at 12:28 PM Vamshi Krishna <kri...@gm...> wrote:

> Hiii Users
>
> I am new in this group and new to quantlib. I come for HPC back ground.
>
> I have tried some examples program with openMP but no major performance
> gained.
>
> When I tried FinanceBench program which which have openMP functions and
> shown good performance on multi cores.
>
> I do not, I am do correctly or not.
>
> If any user could help me "how to use quantlib on multi cores and multiple
> node hpc cluster,  I will be thankful.
>
> Regards
> Vamshi Krishna
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