F04AJF calculates the approximate solution of a set of real linear equations with multiple right-hand sides,
, where
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
factorization of
with partial pivoting,
, where
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
and
, where
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
where