nag_real_lu_solve_mult_rhs (f04ajc) calculates the approximate solution of a set of real linear equations with multiple right-hand sides,
has been factorized by nag_real_lu (f03afc)
To solve a set of real linear equations
, this function must be preceded by a call to nag_real_lu (f03afc)
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.
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)
The time taken by nag_real_lu_solve_mult_rhs (f04ajc) is approximately proportional to .
To solve the set of linear equations