Add full pivoting LU decomposition -> PAQ = LU

Is your feature request related to a problem? Please describe. No. This is just a suggestion of feature.

Describe the solution you’d like

I couldn’t find a way to do full pivoting LU decomposition using Scipy. This is important for academic purposes.

Describe alternatives you’ve considered

from scipy.linalg import lu
P,Q,L,U = lu(A,full=True)

Additional context (e.g. screenshots)

[ilayn]

Note that matlab doesn’t offer it either;only for sparse matrices. So you are still in good position as a pythonista.

[mdhaber]

BTW if you can’t build from source you can also use the autogenerated Cython binding, but for that the only reference is the LAPACK documentation.