JuliaDiff / JuliaDiff/FiniteDiff.jl

Feature request: Multithreading

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Dominant language
Julia
Stars
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Forks
42
Avg merge
24m
Merged PRs (30d)
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Description

Hi everyone!
Thanks a ton for implementing this and all associated packages! I use this package wrapped into Optim.jl---by selecting finite difference---and would appreciate improved performance, because who doesn't. So I am wondering if there are any plans to parallelize this code? FD should be embarrassingly parallel, shouldn't it? I would be willing to help, but at this point chances are I would break the code...

Thanks a bunch!

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Research direction

The issue names no files, tests, or entry points. Start by determining which finite-difference paths should be parallelized and how performance will be measured; done would require an agreed implementation and evidence of improved performance.

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Assessment

Tech stack
julia
Domain
hpc, performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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