An Effective Sparse Storage Scheme for GPU -Enabled Uniformization Method

The authors developed a GPU approach to the uniformization method for the computing transient solution of Markov models. The authors use two techniques to reduce the memory size of storing matrices. One of them is a modification of a storage sparse matrix format HYB; second is to utilize two GPU cards and the multicore CPU. The modified HYB format is suitable for sparse Markovian transition rate matrices and oversized matrices on single GPU, also improving computation performance at the same time. The use of two GPUs enables processing matrices of even bigger sizes.