In [1]: 
import numpy as np
import scipy.linalg as la

/usr/lib/pymodules/python2.7/numpy/oldnumeric/__init__.py:11: ModuleDeprecationWarning: The oldnumeric module will be dropped in Numpy 1.9
  warnings.warn(_msg, ModuleDeprecationWarning)
In [2]: 
n = 6

np.random.seed(0)
A = (
     +         np.diag(np.random.randn(n))
     + np.roll(np.diag(np.random.randn(n)), 1)
     + np.roll(np.diag(np.random.randn(n)), -1)
     )

np.set_printoptions(precision=2)
A
Out[2]:
array([[ 3.22,  0.95,  0.  ,  0.  ,  0.  ,  0.  ],
       [ 0.12,  0.4 , -0.15,  0.  ,  0.  ,  0.  ],
       [ 0.  ,  0.44,  0.98, -0.1 ,  0.  ,  0.  ],
       [ 0.  ,  0.  ,  0.33,  2.24,  0.41,  0.  ],
       [ 0.  ,  0.  ,  0.  ,  1.49,  1.87,  0.14],
       [ 0.  ,  0.  ,  0.  ,  0.  , -0.21, -0.22]])
In [3]: 
P, L, U = la.lu(A)
In [4]: 
L
Out[4]:
array([[ 1.  ,  0.  ,  0.  ,  0.  ,  0.  ,  0.  ],
       [ 0.  ,  1.  ,  0.  ,  0.  ,  0.  ,  0.  ],
       [ 0.04,  0.82,  1.  ,  0.  ,  0.  ,  0.  ],
       [ 0.  ,  0.  , -0.35,  1.  ,  0.  ,  0.  ],
       [ 0.  ,  0.  , -0.  ,  0.66,  1.  ,  0.  ],
       [ 0.  ,  0.  , -0.  ,  0.  , -0.13,  1.  ]])
In [5]: 
U
Out[5]:
array([[ 3.22,  0.95,  0.  ,  0.  ,  0.  ,  0.  ],
       [ 0.  ,  0.44,  0.98, -0.1 ,  0.  ,  0.  ],
       [ 0.  ,  0.  , -0.95,  0.08,  0.  ,  0.  ],
       [ 0.  ,  0.  ,  0.  ,  2.27,  0.41,  0.  ],
       [ 0.  ,  0.  ,  0.  ,  0.  ,  1.6 ,  0.14],
       [ 0.  ,  0.  ,  0.  ,  0.  ,  0.  , -0.2 ]])