Application: Unblocked LU Factorization

Content

Implement the unblocked LU factorization with partial pivoting and demonstrate on a small example that it works.

If you want: Develop your solution in an iterative process which is outlined in the following.

Setup a matrix

In main:

LU factorization without pivoting

Implement the LU factorization without pivoting:

You can subdivide the implementation of the LU factorization in even more steps.