A comparison of direct and preconditioned iterative techniques for sparse, unsymmetric systems of linear equations

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Abstract
In this paper we compare direct and preconditioned iterative methods for the solution of nonsymmetric, sparse systems of linear algebraic equations. These problems occur in finite difference and finite element simulations of semiconductor devices, and fluid flow problems.We consider five iterative methods that appear to be the most promising for this class of problems: the biconjugate gradient method, the conjugate gradient squared method, the generalized minimal residual method, the generalized conjugate residual method and the method of orthogonal minimization. Each of these methods was tested using similar preconditioning (incomplete LU factorization) on a set of large, sparse matrices arising from finite element simulation of semiconductor devices. Results are shown where we compare the computation time and memory requirements for each of these methods against one another, as well as against a direct method that uses LU factorization to solve these problems.The results of our numerical experiments show that preconditioned iterative methods are a practical alternative to direct methods in the solution of large, sparse systems of equations, and can offer significant savings in storage and CPU time.