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
$A=L{L}^{\mathrm{T}}$, where
$L$ is lower triangular. The columns
$x$ of the solution
$X$ are found by forward and backward substitution in
$Ly=b$ and
${L}^{\mathrm{T}}x=y$, where
$b$ 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
$AX=B$ where