In this paper, we propose an efficient implementation of combining Dynamical Mean field theory (DMFT) with electronic structure calculation based on the local density approximation (LDA). The pseudo-potential-plane-wave method is used in the LDA part, which makes it possible to be applied to large systems. The full loop self consistency of the charge density has been reached in our implementation which allows us to compute the total energy related properties. The procedure of LDA+DMFT is introduced in detail with a complete flow chart. We have also applied our code to study the electronic structure of several typical strong correlated materials, including Cerium, Americium and NiO. Our results fit quite well with both the experimental data and previous studies.