title: Which sparse linear solver is faster? SparseLU or BiCGSTAB?
body: <p>I tested Eigen's SparseLU and BicGSTAB method on some sparse matrix, whose dense counterparts' size ranges from 3000*3000 to 16000*16000. All the cases shows that SparseLU is around 13% faster than BicGSTAB method. </p>
  
  <p>I didn't feed the BiCGSTAB a RowMajor sparse matrix, or give it any pre-conditioner. That might be the reason of slow.</p>
  
  <p>So I am wondering, if I do both methods well, which one should be faster?</p>
  
  <p>How about if the matrix size goes up to millions*millions?</p>
  
  <p>Thanks a lot!</p>