 DWORK(*), E(LDE,*), L(LDL,*), Q(LDQ,*),
     $                  R(LDR,*), S(LDS,*), T(LDT,*), U(LDU,*), X(LDX,*)

</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>

<B>Mode Parameters</B>
<PRE>
  DICO    CHARACTER*1
          Specifies the type of Riccati equation to be solved as
          follows:
          = 'C':  Equation (1), continuous-time case;
          = 'D':  Equation (2), discrete-time case.

  JOBB    CHARACTER*1
          Specifies whether or not the matrix G is given,