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Valgrind's Helgrind utility for use with pthreads is also integrated into Eclipse. Not being a big pthread programming, I don't have much to say about it but it's interesting to take a look at an OpenMP code (like our test program) and see what Helgrind reports. 
Valgrind Memcheck can be used with a limited subset of MPI implementations as documented at: http://valgrind.org/docs/manual/mc-manual.html#mc-manual.mpiwrap
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