SIZE="+1">Purpose</FONT></B>
<PRE>
  To solve for X either the continuous-time algebraic Riccati
  equation
                                -1
     Q + A'XE + E'XA - (L+E'XB)R  (L+E'XB)' = 0 ,              (1)

  or the discrete-time algebraic Riccati equation
                                     -1
     E'XE = A'XA - (L+A'XB)(R + B'XB)  (L+A'XB)' + Q ,         (2)

  where A, E, B, Q, R, and L are N-by-N, N-by-N, N-by-M, N-by-N,
  M-by-M and N-by-M matrices, respectively, such that Q = C'C,
  R = D'D and L