Tech Tips: NAG SMP Library - Pseudo-Random Numbers and OpenMP Parallel Regions
When a piece of code generates a large number of pseudo-random numbers, these are best generated in long arrays. This reduces the overhead associated with restarting the generator on each call to the generator (G05 Chapter) routines.
SMP/OpenMP Parallel Regions
If your code contains OpenMP directives to create parallel regions, please remember that this will switch off any parallelism in NAG routines called within the parallel region since multi-level SMP parallelism is not (yet) supported by any vendor.
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