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GPU-Enabled Steady-State Solution of Large Markov Models

Bruno R. C. Magalhaes Magalhaes, Nicholas J. Dingle, William J. Knottenbelt

Conference or Workshop Paper
6th International Workshop on the Numerical Solution of Markov Chains (NSMC'10)
September, 2010

We describe a novel parallel steady-state solver that uses NVIDIA's Compute Unified Device Architecture (CUDA) library to perform calculations on a graphics processing unit (GPU). We demonstrate speed-ups of over 8 times compared with a CPU-only solver. We also discuss a parallel implementation which runs on multiple GPUs on separate machines, and explain how we deal with allocating appropriate amounts of work to heterogeneous computing resources.

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