F04AGF calculates the approximate solution of a set of real symmetric positive definite linear equations with multiple right-hand sides,
has been factorized by F03AEF
To solve a set of real linear equations
is symmetric positive definite, F04AGF must be preceded by a call to F03AEF
which computes a Cholesky factorization of
is lower triangular. The columns
of the solution
are found by forward and backward substitution in
is a column of the right-hand sides.
If an error is detected in an input parameter F04AGF will act as if a soft noisy exit has been requested (see Section 3.3.4
in the Essential Introduction).
The accuracy of the computed solutions depends on the conditioning of the original matrix. For a detailed error analysis see page 39 of Wilkinson and Reinsch (1971)
This example solves the set of linear equations