The best tutorial for fast and easy learning of parallel computation, code optimization and general High Performance Computing is by Dr. Dirk which he gave at User9 . He is a nice guy with a pleasant manner and temper though we disagree on his choice of Debian and my choice of Ubuntu as Linux.
http://dirk.eddelbuettel.com/papers/useR2009hpcTutorial.pdf and download it useR2009hpcTutorial
You can also read his blog here
His writing style is well, he writes interesting Linux is all I can say.