Re: [eigen] Best Solver for Large but Sparse Linear System

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Hi Joerg,

It depends on your matrix condition factor (not sure of the name in english).
A way I like for bad condition number is IncompleteLUT preconditionner with GMRES. Try different fill factor for ILUT.

For better matrix, UMFPACK is very efficient. I'm not sure it is in eigen. Maybe with Diagonal preconditionner.
You can use CG as well with Diag precond.

This page gives example to make a first benchmarking (without precond).
But do the benchmark on a real matrix, not a random one. And benchmark in time and not in iterations.

I used GMRES for 8e6 by 8e6 matrix with about 10 non Zero as well per line (Finite Element with bad meshes). Be careful with memory.


Le mar. 3 sept. 2019 à 16:52, Pfannmoeller, Joerg Peter <JPFANNMOELLER@xxxxxxxxxxxxxxx> a écrit :
Hello Eigen-Experts,

I have a linear system with a matrix size of about 2E+06 x 2E+06. The maximum number of non-zero matrix elements in each row is 10. Which solver would you recommend for this system?

Best Joerg

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