The solution of large systems of linear equations is a problem frequently met in numerical calculations, for example, from finite difference or finite element approximations to partial differential equations. The use of direct methods for solving linear systems of equations is limited by both storage requirement and computing time, and in practice, the only alternative is to use iterative algorithms. This paper presents some basic iterative methods, and also a short survey of recent research on this subject, with emphasis on linear systems whose coefficient matrix is non-Hermitian. We briefly discuss the notion of preconditioning, and we give some practical choices for the preconditioning matrix. REsUME. La resolution de systemes d'equations lineaires de grande taille est un probleme frequemment rencontre dans le calcul numerique, par exemple, lors de /'approximation d'equations aux derivees partielles par des methodes d'elements finis ou de differences finies. Les couts en temps CPU et en place memoire des methodes directes de resolution limitent sensiblement leur utilisation en pratique et imposent l'emploi des methodes iteratives comme seule alternative. Le but de 'cet article est de presenter quelques methodes iteratives bien connues, ainsi que les progres recents accomplis dans ce domaine . .En particulier, nous concentrons notre attention sur la resolution de systemes lineaires dont Ia matrice associee est non hermitienne. Nous esquissons Ia notion de preconditionnement et donnons quelques exemples. KEY WORDS : large and sparse linear systems, non-Hermitian matrices, iterative methods, Petrov-Galerkin methods, Krylov subspace methods, conjugate gradient, like methods, preconditioning. MOTS-CLEs : systemes lineaires creux et de grande taille, matrices non hermitiennes, methodes iteratives, methodes de Petrov-Galerkin, methodes des sous-espaces de Krylov, methodes de type gradient conjugue, preconditionnement. Revue europeenne des elements finis. Volume 2 -n° 4/1993, pages 423 a 448 Downloaded by [New York University] at 01:08 09 February 2015 424 Revue europeenne des elements finis. Vol. 2-n° 4/1993