Using LU with multi-cores

Hi,

I try to LU factorize a matrix with multi-cores. I assume that MATLAB automatically figures out available multicores and runs LU function with the multi-cores. However, when I see Task Manager of Windows, MATLAB does not use all available multicores. On the MATLAB command line, MATLAB identifies the correct number of cores, but LU does not seem to fully utilize them. Can you suggest how to fully use the resource with function LU? Thanks!

Evan