Hi Jason,

I looked at your work at #3048.  Are you aware of the "formulas" that
can be used to compute individual entries of L and U, in something of
a recursive fashion (lower right entries of each matrix depend on
already computed upper left entries of both L and U)?  Looks like it
would only require n^3 multiplications and n^2 divisions - total - so
might be very fast.

Some details (but not sufficient generality) is at Theorem TDEE in my
linear algebra text, and I might be able to produce a better
reference.  I can think of several reasons why these might not work,
but it is too tempting to not at least mention them.

Rob
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