The survey is devoted to numerical solution of the equation A α u = f , 0 < α < 1, where A is a symmetric positive definite operator corresponding to a second order elliptic boundary value problem in a bounded domain Ω in R d . The fractional power A α is a non-local operator and is defined though the spectrum of A. Due to growing interest and demand in applications of sub-diffusion models to physics and engineering, in the last decade, several numerical approaches have been proposed, studied, and tested. We consider discretizations of the elliptic operator A by using an N -dimensional finite element space V h or finite differences over a uniform mesh with N grid points. In the case of finite element approximation we get a symmetric and positive definite operatorThe numerical solution of this equation is based on the following three equivalent representations of the solution: (1) Dunford-Taylor integral formula (or its equivalent Balakrishnan formula, (2.5)), ( 2) extension of the a second order elliptic problem in Ω × (0, ∞) ⊂ R d+1 [17, 55] (with a local operator) or as a pseudo-parabolic equation in the cylinder (x, t) ∈ Ω × (0, 1), [70, 29], (3) spectral representation (2.6) and the best uniform rational approximation (BURA) of z α on [0, 1], [37,40]. Though substantially different in origin and their analysis, these methods can be interpreted as some rational approximation of A −α h . In this paper we present the main ideas of these methods and the corresponding algorithms, discuss their accuracy, computational complexity and compare their efficiency and robustness.