Detailed Description

     This class computes the LU factorisation \f$A = LDU\f$ of a matrix \f$A\f$
     with lower, unit triangular matrix \f$L\f$, upper triangular matrix \f$U\f$
     and diagonal matrix \f$D\f$.

     The factorisation may be either point wise, i.e. a real LDU factorisation,
     or block wise in which case, dense diagonal matrix blocks are inverted.

     Support for multiple threads is not available.