The Queen Mother was alone last night with her thoughts and seeking solace that death was a merciful release for her desperately-ill daughter Princess Margaret.

The 101-year-old Royal matriarch was at Sandringham, the Queen's Norfolk estate, where earlier she said private prayers for her younger daughter who died on Saturday.

The Prince of Wales had been with his grandmother, whose own health is a cause for concern, to lend his support during a time of great sadness for the Royal Family.

Meanwhile, the Queen was at Windsor, where prayers were also said for the Princess, and the Duke of Edinburgh went to St Mary Magdalene Church on the Sandringham estate.

Princess Margaret's children, Lord Linley and Lady Sarah Chatto, were at Kensington Palace, their mother's London residence, where her coffin is resting.

Family and close friends were expected to pay their private respects before the coffin is moved, early in the week, to the Queen's Chapel at St James's Palace, where it will remain until Thursday.

A book of condolence was opened yesterday morning in the Lower Corridor at St James's Palace as members of the Royal Family and their households were in mourning.

The Royal Family will gather at Windsor on Friday for the Princess's funeral at St George's Chapel.

It was the Queen who broke the news of Margaret's death to the Queen Mother, who has been ill at Sandringham with a persistent, chesty cold.

Although shattered, the elderly Royal is thought to be coping with the bereavement.

The 71-year-old Princess had been in poor health for some time and her death was not unexpected.

Margaret died at 6.30am at the King Edward VII Hospital, in London, with her children at her bedside. She had suffered a third stroke on Friday afternoon.

The Prince of Wales paid tribute to his "Darling aunt" who "had such a dreadful time in the last few years with her awful illness".

The Royal Family are in mourning until the funeral on Friday and have postponed social engagements.

The Queen has decided, however, that official engagements will continue and is due to appear in public tomorrow to re-open the Salvation Army's Booth House at Whitechapel, London.

A royal tour, by the Queen and Duke of Edinburgh, to Jamaica, New Zealand and Australia will also go ahead from February 18 to March 3.

Plans to celebrate the Queen's golden jubilee, marking her 50-year reign, will proceed with a nationwide tour, beginning in May, and will climax in June with a special four-day Bank Holiday weekend.