LU Decomposition algorithm

REAL A(N, N)

DO K = 1, N – 1
DO J = K + 1, N
A(K, J) = A(K, J) / A(K, K)
DO I = K + 1, N
A(I, J) = A(I, J) – A(I, K) * A(K, J)
ENDDO
ENDDO
ENDDO

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