Anisotropic diffusion is a kind of microscopic phenomenon. It plays an important role in a lot of scientific applications. We use A.D.I. method which is efficient to solve anisotropic diffusion problems. We study the order of accuracy and unconditionally stable onvergence of the method, and compare it with preconditioned iterative methods. Since diffusivity of anisotropic diffusion equations can be constant and variable type. We choose conjugate gradient method to deal with the constant type equation and biconjugate gradient method to solve the general type. Because of the special structure of linear systems, A.D.I. method outperforms iterative methods of CPU time.