new file mode 100644
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+++ b/liboctave/dbleLU.cc
@@ -0,0 +1,112 @@
+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include "config.h"
+#endif
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#include "dbleLU.h"
+#include "mx-inlines.cc"
+#include "lo-error.h"
+#include "f77-uscore.h"
+
+extern "C"
+{
+  int F77_FCN (dgesv) (const int*, const int*, double*, const int*,
+		       int*, double*, const int*, int*);
+}
+
+LU::LU (const Matrix& a)
+{
+  int a_nr = a.rows ();
+  int a_nc = a.cols ();
+  if (a_nr == 0 || a_nc == 0 || a_nr != a_nc)
+    {
+      (*current_liboctave_error_handler) ("LU requires square matrix");
+      return;
+    }
+
+  int n = a_nr;
+
+  int *ipvt = new int [n];
+  int *pvt = new int [n];
+  double *tmp_data = dup (a.data (), a.length ());
+  int info = 0;
+  int zero = 0;
+  double b;
+
+  F77_FCN (dgesv) (&n, &zero, tmp_data, &n, ipvt, &b, &n, &info);
+
+  Matrix A_fact (tmp_data, n, n);
+
+  int i;
+
+  for (i = 0; i < n; i++)
+    {
+      ipvt[i] -= 1;
+      pvt[i] = i;
+    }
+
+  for (i = 0; i < n - 1; i++)
+    {
+      int k = ipvt[i];
+      if (k != i)
+	{
+	  int tmp = pvt[k];
+	  pvt[k] = pvt[i];
+	  pvt[i] = tmp;
+	}
+    }
+
+  l.resize (n, n, 0.0);
+  u.resize (n, n, 0.0);
+  p.resize (n, n, 0.0);
+
+  for (i = 0; i < n; i++)
+    {
+      p.elem (i, pvt[i]) = 1.0;
+
+      int j;
+
+      l.elem (i, i) = 1.0;
+      for (j = 0; j < i; j++)
+	l.elem (i, j) = A_fact.elem (i, j);
+
+      for (j = i; j < n; j++)
+	u.elem (i, j) = A_fact.elem (i, j);
+    }
+
+  delete [] ipvt;
+  delete [] pvt;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/