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Whenever you start a parallel job, mpirun or mpiexec is run on
one of your compute nodes, and not on the server. It then connects to all
the other compute nodes to start up the parallel comunication.
mpirun/mpiexec is never run on the server (unless it's also a compute
node) so you don't need it installed there. You do, however, need to
have mpirun or mpiexec installed on every compute node that is going to
run parallel jobs. You could put it on a shared filesystem (e.g. NFS)
though.