Serial Disk-based Analysis of Large Stochatic Models. In Validation of Stochastic Systems: A Guide to Current Research

Abstract. The paper presents a survey of out-of-core methods avail-able for the analysis of large Markov chains on single workstations. First, we discuss the main sparse matrix storage schemes and review iterative methods for the solution of systems of linear equations typically used in disk-based methods. Next, various out-of-core approaches for the steady state solution of CTMCs are described. In this context, serial out-of-core algorithms are outlined and analysed with the help of their imple-mentations. A comparison of time and memory requirements for typical benchmark models is given.