Abstract: In order to deal with the problem of nine-diagonal linear equation set which was commonly existed in heat conduction in circular cylindrical coordinates, a new algorithm by combining SIP (strong implicit procedure) and MG (MultiGrid) method was studied. The new algorithm was realized with computer code and its features such as the speed and accuracy in solving actual problems were discussed by analyzing the relationship between these features and some related parameters and comparing with some representative algorithms of today. The results show that this algorithm has an advantage in the speed of solving in terms of problems with high mesh density.