A new implementation of EN method

摘要

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 Vuik and van der Vorst. Comparison of the efficiency of the two methods in practice shows that GMRES is preferable. A new implementation of EN method with significant saving both in the amount of work and memory requirements is introduced in the present paper. Numerical experiments indicate that this new version is competitive.