Rule Britannia! Andre Previn and the Pittsburgh Symphony brought to the Kennedy Center this weekend two programs from the festival of British music the orchestra is presenting this month in Pittsburgh, New York and Washington. On Saturday night and yesterday afternoon Previn conducted music by Vaughan Williams to open and close the festival, with Elgar, Walton, Knussen and Britten in between.

On Saturday night the mood was pure gold, from the first chord of Williams' Tallis Fantasy through the Elgar Cello Concerto and the Second Symphony of Sir William Walton. The Pittsburgh Orchestra is in glorious form these days. The famous G major chord that opens the Tallis Fantasy spread through the hall like a great golden cloud, its texture radiant in beauty. Taken with great deliberation, the Fantasy was sheer ecstasy, with the string quartet and divided orchestra eloquent to the point of sublime.

Yo-Yo Ma was the soloist in the Elgar. His playing, in this city where Rostropovich is regarded as supreme, made one wonder whether this rare young artist is not the world's coming greatest cellist. The thin, silvered thread of sound with which he closed the slow movement was sheer magic, as was the episode just before the final coda. His technical command throughout was impeccable, delighting in flights of utmost bravura.

The Walton symphony, a great change from the First Symphony which preceded it by 25 years, is a tour de force of writing, a challenge to any great orchestra. The purple and gold of the slow movement is a rich tapestry shadowed with memories of Ravel; the final passacaglia a tour de force of counterpoint. Previn and his musicians had the entire work under brilliant control, with special praise due the brass section for its final peroration.

Yesterday afternoon Previn preceded the Fifth Symphony of Vaughan Williams with "Les Illuminations" by Benjamin Britten, with Susan Davenny Wyner as soloist, and the Third Symphony by Oliver Knussen, a greatly gifted composer who is not yet 30. By a remarkable coincidence, tomorrow night in the Library of Congress the MusicCrafters will play Knussen's "Ophelia Dances," which contains materials that appear in the Third Symphony.