he Lyapunov equation may be very ill-conditioned. In particular,
  if A is only just stable (or convergent) then the Lyapunov
  equation will be ill-conditioned. "Large" elements in U relative
  to those of A and B, or a "small" value for scale, are symptoms
  of ill-conditioning. A condition estimate can be computed using
  SLICOT Library routine SB03MD.

</PRE>

<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
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<B>Program Text</B>
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<B>Program Data</B>
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<