Conway's LUX method for magic squares

Conway's LUX method for magic squares is an algorithm by John Horton Conway for creating magic squares of order 4n+2, where n is a natural number.

Start by creating a (2n+1)-by-(2n+1) square array consisting of and then exchange the U in the middle with the L above it.

Each letter represents a 2x2 block of numbers in the finished square.

Now replace each letter by four consecutive numbers, starting with 1, 2, 3, 4 in the centre square of the top row, and moving from block to block in the manner of the Siamese method: move up and right, wrapping around the edges, and move down whenever you are obstructed.

Fill each 2x2 block according to the order prescribed by the letter: Let n = 2, so that the array is 5x5 and the final square is 10x10.