Parallel randomization for large structured Markov chains

P. Kemper
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引用次数: 8

Abstract

Multiprocessor architectures with few but powerful processors are gaining more and more popularity. We describe a parallel iterative algorithm to perform randomization for a continuous time Markov chain with a Kronecker representation on a shared memory architecture. The Kronecker representation is modified for a parallel matrix-vector multiplication with a fast multiplication scheme and no write conflicts on iteration vectors. The proposed technique is applied on a model of a workstation cluster for dependability analysis, corresponding computations are performed on two multiprocessor architectures, a Sun enterprise and a SGI Origin 2000 to measure its performance.
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大型结构马尔可夫链的并行随机化
具有少量但功能强大的处理器的多处理器体系结构越来越受欢迎。我们描述了一种并行迭代算法,用于在共享内存架构上对具有Kronecker表示的连续时间马尔可夫链进行随机化。对Kronecker表示进行了改进,实现了矩阵-向量并行乘法的快速乘法方案,并且迭代向量上没有写冲突。将该技术应用于一个工作站集群模型进行可靠性分析,并在Sun enterprise和SGI Origin 2000两种多处理器架构上进行了相应的计算,以测量其性能。
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