1 matrix from the expression
          used to compute the solution X = U21*inv(U11) of the
          Riccati equation for spectral factorization.
          A small value RCOND indicates possible ill-conditioning
          of the respective Riccati equation.

  LDWORK  INTEGER
          The length of the array DWORK.
          LDWORK &gt;= 2*N*N + MB*(N+P) + MAX( 2, N*(MAX(N,MB,P)+5),
                                 2*N*P+MAX(P*(MB+2),10*N*(N+1) ) ),
          where MB = M if BETA = 0 and MB = M+P if BETA 