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Stochastic Bounds for Markov Chains with the Use of GPU

  • Jarosław Bylina
  • Jean-Michel Fourneau
  • Marek Karwacki
  • Nihal Pekergin
  • Franck Quessette
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 522)

Abstract

The authors present a new approach to find stochastic bounds for a Markov chain – namely with the use of the GPU for computing the bounds. A known algorithm [1, 2] is used and it is rewritten to suit the GPU architecture with the cooperation of the CPU. The authors do some experiments with matrices from various models as well as some random matrices. The tests are analyzed and some future considerations are given.

Keywords

Markov chains GPU Stochastic bounds Sparse matrices Heterogeneous algorithms 

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Jarosław Bylina
    • 1
  • Jean-Michel Fourneau
    • 2
  • Marek Karwacki
    • 1
  • Nihal Pekergin
    • 3
  • Franck Quessette
    • 2
  1. 1.Institute of MathematicsMarie Curie-Skłodowska UniversityLublinPoland
  2. 2.PRiSMCNRS and Univ. Versailles St QuentinVersaillesFrance
  3. 3.LACLUPECCréteilFrance

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