5903 Intro Scientific Prog:
LU Factorization: Specification

  1. Write a subroutine to compute the LU factorization of a matrix A without pivoting.   Any numerical linear algebra or wikipedia has a discussion.  Your code should stop and report an error condition if any pivot gets below a specified tolerance.
  2. You must organize your code into seperate files and make the "makefile" reasonably compact.  Provide some estimate of the operation count in the header of the procedure.