F04AJF calculates the approximate solution of a set of real linear equations with multiple right-hand sides,
has been factorized by F03AFF
To solve a set of real linear equations
, F04AJF must be preceded by a call to F03AFF
which computes an
with partial pivoting,
is a permutation matrix,
is lower triangular and
is unit upper 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 F04AJF 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 106 of Wilkinson and Reinsch (1971)
This example solves the set of linear equations