There are many commercial and non-commercial implementations of MPI. For our introductory purposes, it is enough to install any of the freely available non-commercial implementations. On Ubuntu 14.04 LTS, we recommend OpenMPI. It can be installed with the following command:
$ sudo apt-get install openmpi-bin libopenmpi-dev
For macOS, Homebrew distributes MPICH:
$ brew install mpich
It is also possible to compile OpenMPI from the sources publicly available at https://www.open-mpi.org/software/.
For Windows, the Microsoft MPI implementation can be installed via https://msdn.microsoft.com/en-us/library/bb524831(v=vs.85).aspx.
