blackscholessequential's Introduction
Tips: 1. I've included a PBS script skeleton which is tuned for this particular homework. You'll still need to edit it though. Please, please, read all the comments! 2. Add dcmt0.4/lib to your LD_LIBRARY_PATH in both the shell in which you work, and the PBS script. You'll notice that the PBS script example that I've given you does this already. 3. I've gotten the Mersenne Twister (MT) PRNG to work! You're welcome to benchmark with either the MT or the system PRNG. Note that in the Makefile, I've added -DUSE_MERSENNE_TWISTER to CFLAGS. Comment this whole line out if you'd rather try the system PRNG. 4. Valgrind is a very useful tool which is installed on the PSI cluster. Google it and learn how to use it. It's really easy to use and it can help you catch a lot of nasty C bugs that are hard to find by other means.
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