18
LU Algorithm:
   1: Split matrix into two rectangles (m x n/2)
          if only 1 column, scale by reciprocal of pivot & return
   2: Apply LU Algorithm to the left part
   3: Apply transformations to right part
         (triangular solve A12 = L-1A12 and               
          matrix multiplication A22=A22 -A21*A12 )
   4: Apply LU Algorithm to right part
Gaussian Elimination via a Recursive Algorithm
L
A12
A21
A22
F. Gustavson and S. Toledo