I should add that the Parallel Extensions to the .Net 3.5 Framework are currently in the CTP (Community Technology Preview) status and available for download. It comprises two basic feature-sets: Data- and Task Parallelism-API and parallelization support for LINQ. The download comes with documentation and examples.
I would like to address another comment I received recently. Of course, before considering any parallelization activities, two preliminary steps are a must:
- Optimization of the numeric (actually the code)
- Optimization of the cache (because cache is always king!)
Both activities might lead to the expected performance increase without diving into complex parallelization efforts in an overhasty manner.