Hello Noel,
Yes, I am indeed running a monte carlo simulation which simulates N paths
and then, when all are finished that takes action based upon the results.
What class, method or concepts should I look for in MPI please?
Thanks,
J.
2010/10/25 Belcourt, Kenneth
Hi Julien,
On Oct 24, 2010, at 2:44 PM, Julien Martin wrote:
I am writing a program that needs to run N simulations with N >10 000.
This sounds a lot like Monte Carlo. Are each of the N simulations essentially independent of each other, until perhaps all N complete and then some additional processing occurs? If so, then instead of using threads,
Obviously, I cannot instantiate N threads at the same time but I cannot run the simulations sequentially either. Can anyone please advise me how to design my program using the boost threading library and concepts please?
I'd use MPI if you can, but I don't know enough about your application domain.
-- Noel
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