Parallel computing applied to solving large Markov chains. A feasibility study.

Zdzisław Szczerbiński

Abstract


The article is concerned with parallel computation issues arising in numerical solution of systems of linear eąuations which describe stationary pro-babilitifis of stat.es in largc Markov chairis. Upon introduction to the .subject of Markov chains and their solution, several adeąuate solution methods arę surreyed, froni the cla.ssical through projection to decompositional ones. Each algoriUiin is accoinpaniocl by a study of its suitability to parallel computing (rnulti- and vector procfissing). Additional opinions on aspects of the potential for parallelization in the discussed methods arę contained in the conclusion.

Keywords


parallel computing; Markov chains; iterative methods; systems of linear equations



DOI: http://dx.doi.org/10.21936/si2003_v24.n4.637