In domain decomposition methods, most of the computational cost lies in the successive solutions of the local problems in subdomains via forward-backward substitutions and in the orthogonalization of interface search directions. All these operations are performed, in the best case, via BLAS-1 or BLAS-2 routines which are inefficient on multicore systems with hierarchical memory. A way to improve the parallel efficiency of the method consists in working with several search directions, since multiple forward-backward substitutions and reorthogonalizations involve BLAS-3 routines. In the case of a problem with several right-hand-sides, using a block Krylov method is a straightforward way to work with multiple search directions. This will be illustrated with an application in electromagnetism using FETI-2LM method. For problems with a single right-hand-side, deriving several search directions that make sense from the optimal one constructed by the Krylov method is not so easy. The recently developed S-FETI method gives a very good approach that does not only improve parallel efficiency but can also reduce the global computational cost in the case of very heterogeneous problems.