FiniteDiff.jl icon indicating copy to clipboard operation
FiniteDiff.jl copied to clipboard

Published 20 hours ago • verified publisher icon JuliaDiff

Feature request: Multithreading

Open JakobAsslaender opened this issue 4 years ago • 3 comments

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!

JakobAsslaender avatar Aug 02 '21 22:08 JakobAsslaender

Yeah, I think it would be nice if someone added Polyester.jl support to the inner loops here. One would have to be careful with the caching though to make sure it's thread-safe, but that can be done.

ChrisRackauckas avatar Aug 03 '21 09:08 ChrisRackauckas

+1 I think this (embarrassingly parallel derivatives calculation) would be quite useful.

Gkreindler avatar Apr 26 '22 16:04 Gkreindler

Someone just needs to do the same thing that was done with https://github.com/JuliaDiff/PolyesterForwardDiff.jl

ChrisRackauckas avatar Apr 26 '22 17:04 ChrisRackauckas