Dynamical energy analysis (DEA) is a computational method to address high-frequency vibro-acoustics in terms of ray densities. It has been used to describe wave equations governing structure-borne sound in two-dimensional shell elements as well as three-dimensional electrodynamics. To describe either of those problems, the wave equation is reformulated as a propagation of boundary densities. These densities are expressed by finite dimensional approximations. All use-cases have in common that they describe the resulting linear problem using a very large matrix which is block-sparse, often real-valued, but non-symmetric. In order to efficiently use DEA, it is therefore important to also address the performance of solving the corresponding linear system. We will cover three aspects in order to reduce the computational time: The use of preconditioners, properly chosen initial conditions, and choice of iterative solvers. Especially the aspect of potentially reusing preconditioners for different input parameters is investigated.