Fazlul Huq <huq2090 at gmail.com> writes: > Thanks. > > I have tried with large problem also (10^7 X 10^7). Even then I got > cholesky faster than multigrid. > But, the problem is 1D. May be that's the reason. Exactly. Cholesky is O(n) with a very small constant in 1D, O(n^{3/2}) in 2D, and O(n^2) in 3D.