How to parallelize the computation of Sobol' indice

UQ with UQLab Community Q&A and How To
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Hi,

I am trying to run the application on the cluster in parallel. Does UQLab support parallel computing? If so, how can I make my code parallelized?

Thank you!

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sobol_fracture.m (2.2 KB)

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Hi @bozeng,

Currently, UQLab does not support explicit parallel computation. This might become available in the future release.

Looking at your code, I’m curious about which part of the computation you’d think parallel computing might help? Also, which part of the code that takes most of the compute time? Is it the computation for the Sobol’ indices or the PCE before that (I notice you have 10 parameters and select PCE degree of 50)?