A new implementation of EN method

EN method proposed by Eirola and Nevalinna can be more efficient than GMRES in some cases, but be not the case in general, which has been studied by V uik and van der Vorst. Comparison of the efficiency of the two methods in p ractice shows that GMRES is preferable. A new implementation of EN method w ith significant saving both in the amount of work and memory requirements i s introduced in the present paper. Numerical experiments indicate that this new version is competitive. (C) 1999 Elsevier Science Inc. All rights rese rved.