Advances in computational power have led to many developments in science and its applications. Solving linear systems occurs frequently in scientific computing, as in the finite element discretization of partial differential equations. The running time of the overall resolution is a direct result of the performance of the involved algebraic operations.In this dissertation, different ways of efficiently solving large and sparse linear systems are put forward. We present the best way to effectively compute linear algebra operations in an heterogeneous multi-core-GPU environment in order to make solvers such as iterative methods more robust and therefore reduce the computing time of these systems. We propose new techniques to speed algorithms ...