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There is no reason why index creation cannot be done in parallel. This is is not related to a single engine, it affects all the same. I tested it with Innodb and RocksDB. For very large databases like mine, to create several indexes may take a week, clearly absurd.
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MDEV-16281
Implement parallel CREATE INDEX, ALTER TABLE, or bulk load
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Task
Major
MDEV-16281 Implement parallel CREATE INDEX, ALTER TABLE, or bulk load