SUMMARYThe arrival of multicore systems, along with the speed‐up potential available in graphics processing units, has given us unprecedented low‐cost computing power. These systems address some of the known architecture problems but at the expense of considerably increased programming complexity. Heterogeneity, at both the architectural and programming levels, poses a great challenge to programmers. Many proposals have been put forth to facilitate the job of programmers. Leaving aside proposals based on the development of new programming languages because of the effort this represents for the user (effort to learn and reuse code), the remaining proposals are based on transforming sequential code into parallel code, or on transforming parallel code designed for one architecture into parallel code designed for another. A different approach relies on the use of skeletons. The programmer has available set of parallel standards that comprise the basis for developing parallel code while programming sequential code. In this context, we propose a methodology for developing an automatic source‐to‐source transformation in a specific domain. This methodology is instantiated in a framework aimed at solving dynamic programming problems. Using this framework, the final user (a physician, mathematician, biologist, etc.) can express her problem using an equation in Latex, and the system will automatically generate the optimal parallel code for homogeneous or heterogeneous architectures. This approach allows for great portability toward these new emerging architectures and for great productivity, as evidenced by the computational results.Copyright © 2012 John Wiley & Sons, Ltd.