Parallel Monte Carlo Driver (PMCD) - a software package for Monte Carlo simulations in parallel. B. Mendes, A. Pereira.

PROGRAM SUMMARY
Title of program: Parallel Monte Carlo Driver
Catalogue identifier: ADQZ
Ref. in CPC: 151(2003)89
Distribution format: zip file
Operating system: IBM RS/6000, Sun4, Alpha Operating systems
Number of lines in distributed program, including test data, etc: 4840
Keywords: Monte Carlo simulations, Parallel computation, Computers, Software.
Programming language used: C++
Computer: IBM SP/2 supercomputer , IBM workstations , Sun workstations , Digital workstations .

Nature of physical problem:
Thanks to the dramatic decrease of computer costs and the no less dramatic increase in those same computer's capabilities and also thanks to the availability of specific free software and libraries that allow the set up of small parallel computation installations the scientific community is now in a position where parallel computation is within easy reach even to moderately budgeted research groups. The software package PMCD (Parallel Monte Carlo Driver) was developed to drive the Monte Carlo simulation of a wide range of user supplied models in parallel computation environments. The typical Monte Carlo simulation involves using a software implementation of a function to repeatedly generate function values. Typically these software implementations were developed for sequential runs. Our driver was developed to enable the run in parallel of the Monte Carlo simulation, with minimum changes to the original code that implements the function of interest to the researcher. In this communication we present the main goals and characteristics of our software, together with a simple study its expected performance. Monte Carlo simulations are informally classified as "embarrassingly parallel", meaning that the gains in parallelizing a Monte Carlo run should be close to ideal, i.e. with speed ups close to linear. In this paper our simple study shows that without compromising the easiness of use and implementation, one can get performances very close to the ideal.

Additional comments:
Computer for which the program is designed and others on which it is operable: IBM SP/2 supercomputer. Cluster of IBM workstations connected by an Ethernet network. Cluster of Sun workstations connected by an Ethernet network. Cluster of Digital workstations connected by an Ethernet network.