r.  M &gt;= 0.

  P       (input) INTEGER.
          The number of rows of matrix C.
          P represents the dimension of output vector.  P &gt;= 0.

  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the leading N-by-N part of this array must
          contain the system state matrix A.
          On exit, the leading N-by-N part of this array contains
          the transformed matrix P*A*P.

  LDA     INTEGER
          The leading dimension of the array A.  LDA &gt;= 