Here are some working documents (all very much work in progress) relating to parallelization of econometric calculation in gretl, plus some notes on gretl's scripting language, hansl.
speed.pdf: Mostly written in 2013, discusses threading via OpenMP and OpenBLAS, also SIMD vectorization. Does not talk about MPI, which was not implemented in gretl at the time of writing.
gretl-mpi.pdf: Notes on gretl's MPI implementation, which dates from February 2014. This is to a large extent a sort of "how to" for gretl testers but also contains some more general discussion (e.g. on random number generation under MPI, resource contention between MPI and OMP).
hansl-character.pdf: A brief introduction to gretl's scripting language, hansl, intended for readers who know about programming but know little about econometrics.
Allin Cottrell, Wake Forest University, May 2014