Now the computer is developing towards the multi-core and multi-CPU, but some quintessence serial algorithm can not be well transplanted to multi-core computer, so it's necessary to make parallel analysis and improvement on the original serial algorithm. This paper analyzes matrix chain multiplication problem, and gives three algorithms based on the multi-core and multi-CPU — parting matrix chain, balancing load among nucleuses, optimal algorithm at the initial stage, theoretically analyzing and implementing each one and getting good speedup.