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 <kbelco@sandia.gov>
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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