F04AGF calculates the approximate solution of a set of real symmetric positive definite linear equations with multiple right-hand sides,
AX=B, where
A has been factorized by
F03AEF.
To solve a set of real linear equations
AX=B where
A is symmetric positive definite, F04AGF must be preceded by a call to
F03AEF which computes a Cholesky factorization of
A as
A=LLT, where
L is lower triangular. The columns
x of the solution
X are found by forward and backward substitution in
Ly=b and
LTx=y, where
b is a column of the right-hand sides.
Wilkinson J H and Reinsch C (1971)
Handbook for Automatic Computation II, Linear Algebra Springer–Verlag
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
AX=B where