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OCaml and PETSc
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Date: 2009-01-26 (09:17)
Subject: RE: [Caml-list] OCaml and PETSc
We use ocaml based libraries for the pricing of some financial contracts. Some are simulation based and we use the MPI API to parallelize the simulation on our computation grid.

For the PDE part, our solvers and matrices are hand written, and aren't parallelizable. Being able to use petsc from OCAML would enable us to keep the pricing chain intact, have a richer set of solvers, matrices, and without much effort enable the use of the computation grid for our PDE pricing. We think that this will speed up the PDE pricing, and will enable us to get profit from the multi-core machines that we have.

Rabih Chaar

-----Message d'origine-----
De : caml-list-bounces@yquem.inria.fr [mailto:caml-list-bounces@yquem.inria.fr] De la part de Dr. Thomas Fischbacher
Envoyé : jeudi 22 janvier 2009 20:10
À : Caml-list List
Objet : [Caml-list] OCaml and PETSc

We, that is, the authors of the ocaml-based nsim continuum field
theory simulator and the nmag micromagnetic application
(http://nmag.soton.ac.uk/), keep on receiving quite some feedback
on two specific modules contained in that project. One is an
extended (and mm-bugfixed) version of Art Yerkes' "Pycaml" module,
the other one is our (rudimentary yet useful) interface to the
PETSc library for MPI-parallelizable sparse/dense matrix linear
algebra (plus linear solvers, etc.).

So, we are considering forking that off in order to distribute it
separately. But as this would involve some amount of work that keeps
us from doing other important things, we would like to hear feedback
from people out there on who might have specific applications or
plans for code that could benefit from this. So, who would like to
use PETSc from within OCaml, and what are your applications?

best regards,
Dr. Thomas Fischbacher

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