LU Factorization by Doolittle's method

LU factorization of a square matrix.

This program factorize(decompose)the square matrix of any size into a product of a Lower-triangular matrix (L) and an Upper-triangular matrix (U). All the elements of the main diagonal in the L matrix are ones, (Doolittle's method).

This factorization is very helpfull in solving different mathematical problems and problems in linear control systems.