Module lu

Module lu 

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low level implementation of the various $LU$ decompositions

Modulesยง

full_pivoting
the full pivoting $LU$ decomposition is such that: $$P A Q^\top = LU$$ where $P$ and $Q$ are permutation matrices, $L$ is a unit lower triangular matrix, and $U$ is an upper triangular matrix.
partial_pivoting
the partial pivoting $LU$ decomposition is such that: $$PA = LU$$ where $P$ is a permutation matrix, $L$ is a unit lower triangular matrix, and $U$ is an upper triangular matrix.