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We present a software library STXXL, that enables practice-oriented experimentation with huge data sets. STXXL is an implementation of the C++ standard template library STL for external memory computations. It supports parallel disks, overlapping between I/O and computation and is the first external memory algorithm library that supports the pipelining technique that can save more than half of the I/Os. STXXL has already been used for the following applications: implementations of external memory algorithms for computing minimum spanning trees, connected components, breadth-first search decompositions, constructing suffix arrays, and computing social network analysis metrics for huge graphs.