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There are 4 types of parallelism:
1) threads. Although this is multitasking, tk. pieces of threads are run sequentially through the processor.
2) several cores (let's say 4). It happens that the compiler helps you and passes the threads through different processor cores.
3) network machines: run pieces of the program (pieces of data) on several computers at the same time.
4) GPU (several hundred cores). Here the bottleneck is the data exchange between the CPU and GPU.
Read about these possibilities here.
Plus, each programming language has its own methods of parallel calculations.
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