Parallel LU Decomposition

REAL A(N, N)
REAL COL(N), ROW(N)

DO K = 1, N – 1
COL(K:N) = A(K:N, K)
A(K, K+1:N) = A(K, K+1:N) / COL(K)
ROW(K+1:N) = A(K, K+1:N)
FORALL (I = K+1:N, J = K+1:N)
& A(I, J) = A(I, J) – COL(I) * ROW(J)
ENDDO

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