C#

List<int[,]> largeData; //a 5000x500 matrix
List<int[]> referenceList; //each int[] has about 10 elements
int answer;

//loops
Parallel.Foreach<int[]>(referenceList, refArray=>
{
   foreach(int[,] largeMatrix in largeData)
   {
      lock(largeMatrix)
      {
         answer = 0;

         foreach(int ref in refArray)
         {
            answer += largeMatrix[ref];         
         }
         
         //use "answer" for more processing here
      }
   }
});

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