A Double Adaptive Algorithm for Multidimensional Integration on Multicore Based HPC Systems

In this work, a parallel double adaptive algorithm for the computation of a multidimensional integral on multicore based multicomputer systems is described. This new algorithm is the revision of a procedure developed by one of the present authors for multicomputer systems, with the aim to introduce features for an efficient implementation in multicore based hierarchical environments. Two different adaptive strategies have been combined together in the algorithm: a first procedure is responsible for load balancing among the system nodes and a second one is responsible for coordinating the cores within a single node. The performance is analyzed and experimental results on a Blade Server with 8 nodes and 2 quad-core CPUs per node have been achieved.