To Noel,
I use a single 4-core machine for now but could experiment a cluster with my second machine. The two machines are heterogeneous. No shared file system...
I used parallel_for with success but don't know yet how to tune TBB. I am going to read the TBB docs.
I am going to have a detailed look at the code you provided too.

To Matthias,
What you say about clustering is interesting. I might try that actually.

Thanks,
J.

2010/10/25 Belcourt, K. Noel <kbelco@sandia.gov>
Hi Julien,


On Oct 25, 2010, at 4:55 AM, Julien Martin wrote:

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?

So are you new to MPI and Threading?  If you don't have at least some experience with parallel code development you could be jumping into the deep end (but don't let me discourage you)!  Here's some random questions you might consider before adopting a particular approach.

How long does each independent simulation run (seconds, minutes, hours)?  Is there a throughput or turn around time requirement?  What kinds of hardware are you going to run on (smp dual, quad, hex)?  Do you have access to other compute machines on the network where you'll run?  If distributed machines are available, can you ssh into them, are the machines homogeneous or heterogenous, do they have shared file systems?


-- Noel


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