LU

public Matrix LU(double eps = 1E-16)
    {
        if (!this.IsSquare())
        {
            throw new MException("Cant work with matrix that is not square");
        }
        int n = this.Cols;
        for (int i = 0; i < n - 1; i++)
        {
            for (int j = i + 1; j < n; j++)
            {
                if (Math.Abs((double)this[i, i]) < eps)
                {
                    throw new MException("Division with 0!");
                }
                matrix[j, i] = (double)matrix[j, i] / matrix[i, i];
                for (int k = i + 1; k < n; k++)
                {
                    matrix[j, k] -= (double)matrix[j, i] * matrix[i, k];
                }
            }
        }
        return this;
    }