I'll address a single LED chain first, and get on to multiple chains later.
With a single chain of LEDs, powered by a current source, you do not even need resistor R2 in your circuit. The function of that resistor is to develop ("consume") whatever voltage is not required by the LEDs. For instance, if you employed a fixed voltage 18V supply, and your chain requires 9.6V, then the resistor is required to "absorb" 8.4V of the total 18V, so the remaining 9.6V is delivered to the LEDs.
By contrast, a 20mA current source (such as your LM317) will adjust its voltage to whatever value is required to pass exactly 20mA through whatever load is connected. If that load happens to develop 9.6V (like your 3 × LED chain), then that will be the exact voltage output by the source:
simulate this circuit – Schematic created using CircuitLab
On the right, where I use a fixed 18V supply, R1 is sized to develop \$18V - 9.6V = 8.4V\$ when passing 20mA, according to Ohm's law:
$$ R = \frac{V}{I} = \frac{18V-9.6V}{20mA} = 420\Omega $$
On the left above, where the power supply is a current source, no resistor is required, since the current source automatically produces 9.6V; that's what the diodes' total voltage would be when passing 20mA.
That means your own circuit with the single LED chain is incorrect; R2 would not be required. Do not confuse the purposes of R1 and R2. R1 in your circuit is used to tell the LM317 how much current to pass, and otherwise plays no role in limiting current by "consuming" unwanted voltage. Rather, R1 is calculated according to the following, assuming \$I\$ is the desired current output from the LM317:
$$ R_1 = \frac{1.25V}{I} = \frac{1.25V}{20mA} = 62.5\Omega $$
simulate this circuit
The LM317 is responsible for "dropping" whatever voltage is left over, after the total LED voltage and the voltage across R2 (1.25V) is removed from the supply. You won't need another resistor.
All that assumes you have one chain of LEDs, but your application requires 9 chains. This requires some extra understanding. In the following two circuits I power two chains of LEDs, from a current source providing 40mA:
simulate this circuit
On the left, all diodes are identical, well matched in all their parameters. As you can see, current is shared equally between both paths; 20mA each. That's the ideal scenario.
On the right, though, I've changed one of the diode's characteristics by a very small amount, and the result is that current is no longer shared equally. This is the problem with diodes, unless they are are all identical in every respect, they will have slightly different "forward voltages", and this will cause a large difference in how current is distributed through them, and consequently one chain will glow more brightly than the other.
The easy solution is to give some "elasticity" to the system, using small-value resistors, known as "ballast". Their purpose is to take up some of the voltage difference, giving each chain some flexibility in choosing its own total voltage. Here's the same (right hand) circuit reproduced with some ballast in each chain, which causes currents in each path to be closer in value:
simulate this circuit
All these facts together mean that you should use ballast resistors (one for each chain), even if you use a current source. Using an LM317 as a current source to power multiple chains of LEDs, while mitigating LED mismatches, will look like this:
simulate this circuit
If you have 9 chains, and each chain requires 20mA, then total current will be \$I=9 \times 20mA = 180mA\$. R1 will be calculated as follows:
$$ R_1 = \frac{1.25V}{180mA} = 6.9\Omega $$
There are caveats. R1 "consumes" 1.25V. Each ballast resistor "consumes" \$20mA \times 47\Omega = 1V\$. The LM317 regulator has a drop-out voltage of 2.5V. The LED chains each have 9.6V across them. The minimum supply voltage at the input to the LM317 will be the sum of all those:
$$ V_{SUPPLY} = 9.6V + 1V + 1.25V + 2.5V = 14.4V $$
This is bad news if you are planning on using a 12V supply. If this is a problem, but you are sure your voltage source will be fairly stable, then it might be simpler to use a single resistor for each chain, and forego the current source altogether, as in the right-hand circuit at the very top of this answer.