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I want to attempt some simple programs using MPI on my desktop which runs KUbuntu 10.04.2. Which MPI package should I install?

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If it's just for simple usage on your own system, OpenMPI is very nice, as it doesn't require any setup after installation, just running your application with mpirun is sufficient.

sudo aptitude install libopenmpi-dev openmpi-bin
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There's a great Guide in the Ubuntu Community Help on using the MPICH2 implementation of the MPI. It's a bit old (the Guide I mean), but it should still work as described.

The specific package you're interested in there is mpich2.

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