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The routine solves the real system of linear equations for X:
A*X = B
A is a square symmetric matrix.
The columns of matrix B are individual right-hand sides.
The columns of X are the corresponding solutions.
The matrix B is overwritten by X.
The diagonal pivoting method is used to factor A as:
A = U*D*UT or A = L*D*LT
U (or L) is a product of permutation and unit upper (lower) triangular matrices.
D is a symmetric and block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks.
The factored form of A is then used to solve the system of equations A*X = B.
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