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The data analysis of current Cosmic Microwave Background (CMB) experimentslike BOOMERanG or MAXIMA poses severe challenges which already stretch thelimits of current (super-) computer capabilities, if brute force methods areused. In this paper we present a practical solution to the optimal map makingproblem which can be used directly for next generation CMB experiments likeARCHEOPS and TopHat, and can probably be extended relatively easily to the fullPLANCK case. This solution is based on an iterative multi-grid Jacobi algorithmwhich is both fast and memory sparing. Indeed, if there are N_tod data pointsalong the one dimensional timeline to analyse, the number of operations isO(N_tod ln N_tod) and the memory requirement is O(N_tod). Timing and accuracyissues have been analysed on simulated ARCHEOPS and TopHat data, and we discussas well the issue of the joint evaluation of the signal and noise statisticalproperties.

MAPCUMBA: A fast iterative multi-grid map-making algorithm for CMB experiments