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.