Parallel computing tech


I recently followed some online documents about parallel computing in C++. However, it seems confusing considering several available technics. As I know, there are:
- threads
- parallel (for ex: parallel_for)
- amp (seems only using graphic card)
- maybe others...

I am sure if people created them that means they have each one some special points. Could anyone expert in this area please explain the difference between them (when do we use which one, specificities, data structure limit, performance...)?

Thanks in advance!
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