  In the paper we deal with the Heun functions --- solutions of the Heun
equation, which is the most general Fuchsian equation of second order with four
regular singular points. Despite the increasing interest to the equation and
numerous applications of the functions in a wide variety of physical problems,
it is only Maple amidst known software packages which is able to evaluate the
Heun functions numerically. But the Maple routine is known to be imperfect:
even at regular points it may return infinities or end up with no result.
Improving the situation is difficult because the code is not publicly
available. The purpose of the work is to suggest and develop alternative
algorithms for numerical evaluation of the Heun functions. A procedure based on
power series expansions and analytic continuation is suggested which allows us
to avoid numerical integration of the differential equation and to achieve
reasonable efficiency and accuracy. Results of numerical tests are given.
