Detailed Description

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

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

     Support for multiple threads is available, although the expectable speedup is
     limited, e.g. best suited for at most 4 threads.