Illustrates using Julia and MPI to do Monte Carlo
Author mcreel
6 Stars
Updated Last
1 Year Ago
Started In
June 2015


Illustrates using Julia and MPI to do Monte Carlo. Release v1.0 contains the versions used in the paper "A Note on Julia and MPI, with Code Examples" (see http://link.springer.com/article/10.1007/s10614-015-9516-5), which used Julia v0.4. That code will no longer run, but it's left here in case someone wants to examine the code discussed in the paper.

current info:

The code has been adapted to run on Julia 1.x. montecarlo.jl and the pi example are back in and running fine. The auction model, with Monte Carlo using this framework, it at https://github.com/mcreel/SNM/blob/master/examples/Auction/AuctionMC_mpi.jl