 = C'D; X is an N-by-N symmetric matrix.
  The routine also returns the computed values of the closed-loop
  spectrum of the system, i.e., the stable eigenvalues
  lambda(1),...,lambda(N) of the pencil (A - BF,E), where F is
  the optimal gain matrix,
          -1
     F = R  (L+E'XB)' ,        for (1),

  and
                 -1
     F = (R+B'XB)  (L+A'XB)' , for (2).
                           -1
  Optionally, matrix G = BR  B' may be given instead of B and R.
  Other options include the case with Q and/o