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    <p>Of course writing into a file at each iteration is inefficient and most likely slow down your computing. (as a rule of thumb, depends on your actuel case)</p> <p>You have to use a <a href="http://en.wikipedia.org/wiki/Producer-consumer_problem" rel="nofollow"><em>producer</em> -> <em>consumer</em></a> design pattern. They will be linked by a queue, like a conveyor belt.</p> <ul> <li>The producer will try to produce as fast as it can, only slowing if the consumer can't handle it.</li> <li>The consumer will try to "consume" as fast as it can.</li> </ul> <p>By splitting the two, you can increase performance more easily because each process is simpler and has less interferences from the other.</p> <ul> <li>If the producer is faster, you need to improve the consumer, in your case by writing into file in the most efficient way, chunk by chunk most likely (as you said)</li> <li>If the consumer is faster, you need to improve the producer, most likely by parallelizing it as you said.</li> </ul> <p>There is <strong>no need</strong> to optimize both. Only optimize the slowest (the bottleneck).</p> <p>Practically, you use threads and a synchronized queue between them. For implementation hints, have a look <a href="http://www.quantnet.com/cplusplus-multithreading-boost/" rel="nofollow">here</a>, especially §18.12 "The Producer-Consumer Pattern".</p> <p>About flow management, you'll have to add a little bit more complexity by selecting a "max queue size" and making the producer(s) wait if the queue has not enough space. Beware of deadlocks then, code it carefully. (see the wikipedia link I gave about that)</p> <p>Note : It's a good idea to use boost threads because threads are not very portable. (well, they are since C++0x but C++0x availability is not yet good)</p>
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    1. POThe fastest way to write data while producing it
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    1. COBut, given the size of the data, how to handle the case where the producer is so fast that it produces something that cannot be stored in memory before the consumer manages to save it to the disk?
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    2. CO@Fiat Lux Well if you produce data faster than can be stored on your filesystem you have a pretty basic problem completely independent of any software tricks you do. If your bandwidth is too small, sooner or later you'll run out of buffer space and then you'll have to handle that case anyhow.
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    3. CO@FiatLux that's why I said "procducer...only slowing if the consumer can't handle it". I edited to add a link to an implementation example + suggested improvements. You'll have to make the producers wait if memory is full.
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