The vertical external cavity surface emitting laser (VECSEL) as a typical example of laser with multilayer active medium is considered. The round-trip operator technique is presented in the given paper based on the bidirectional beam propagation method (BiBPM). Similarly to traditional Fox-Li technique our method not requires explicit calculation of matrix of the round-trip operator and suits perfectly to Krylov subspace methods of linear algebra. The presented method is extended in natural way to non-linear case taking into account light-medium interaction. The results of modeling of a VECSEL with a resonant array of quantum wells are presented.