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New Post: Sparse Matrix Solver

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Hi,
I'm working on a non-linear finite element solver . I have to solve many times the classical system Ax = b where the matrix A is constant and varies only the side b .
I currently use dense arrays , and support the calculation routines in Fortran : the use of the inverse matrix of A has proved efficient .
Unfortunately, the scale of the problems to be calculated is increased to cause me the overflow of dense arrays .
So I used mathnetnumerics.linearalgebra classes to handle the computation with sparse matrices .
With the order of 1000x1000 matrices the LU factorization still seems a good choice , but for systems 10000x10000 computation time are no longer acceptable . I've tried using iterative solvers and preconditioning but maybe I'm doing something wrong . Often, the system does not converge , even if I provide the vector x already correct ( LU factorization with pre-calculated ) .
I am trying with the release alpha8 but I do not have sufficient documentation .
Could you give me some suggestions?
THANK YOU !

ps: I development on vb.net but of course I can read cpp

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