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Solve sqarse linear systems with ill-conditioned matrix

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lunzhy
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Hi all,

I'm using Eigen in my project to solve sparse linear equations. The coefficient matrix is not symmetric and is an ill-conditioned one ( condition number ~ 1e8).
Is there any preferable method to solve ill-conditioned matrix in Eigen?
I've tried SparseLU and BiCGSTAB iterative solver with ILUT preconditioner, but I'm not certain if they are designed to optimize ill-conditioned matrix problems.

Thanks in advanced.
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ggael
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1e8 is not a bad condition number for double precision. SparseLU should handle them easily, and in case of true rank deficiency, then SparseQR will do the job.


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