Which matrix solver method should I use, direct and iterative?

Answer

The choice of the solver method leading quickly to results depends on the complexity of the model and the main memory (RAM) that is available:

  • For small and medium-size systems, the direct method is more effective.
  • For very large systems, the iterative method leads to results more quickly.
As soon as the matrices can no longer be accommodated in the main memory using the direct method, Windows begins to swap parts of the main memory to the hard disk. The hard disk activities will increase, and the processor load will be reduced, which is visible in the Windows Task Manager. This storage problem can be avoided by switching to the iterative ICG (Incomplete Conjugate Gradient) calculation method.

Keywords

Matrix Solver Method Direct Iterative Solver Equation system

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  • Updated 29 October 2020

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