Migrate a single threaded app to multi-threaded, parallel execution, monte carlo simulation

Question

I\'ve been tasked with taking an existing single threaded monte carlo simulation and optimising it. This is a c# console app, no db access it l

Answer 1

Threading is going to be complicated. You will have to break your program into logical units that can each be run on their own threads, and you will have to deal with any concurrency issues that emerge.

The Parallel Extension Library should allow you to parallelize your program by changing some of your for loops to Parallel.For loops. If you want to see how this works, Anders Hejlsberg and Joe Duffy provide a good introduction in their 30 minute video here:

http://channel9.msdn.com/shows/Going+Deep/Programming-in-the-Age-of-Concurrency-Anders-Hejlsberg-and-Joe-Duffy-Concurrent-Programming-with/

Threading vs. ThreadPool

The ThreadPool, as its name implies, is a pool of threads. Using the ThreadPool to obtain your threads has some advantages. Thread pooling enables you to use threads more efficiently by providing your application with a pool of worker threads that are managed by the system.