 should correspond to G in the "reduced" Riccati
          equation (with matrix T, instead of A), if LYAPUN = 'R'.
          See METHOD.

  LDG     INTEGER
          The leading dimension of the array G.  LDG &gt;= max(1,N).

  Q       (input) DOUBLE PRECISION array, dimension (LDQ,N)
          If UPLO = 'U', the leading N-by-N upper triangular part of
          this array must contain the upper triangular part of the
          matrix Q.
          If UPLO = 'L', the leading N-by-N lower triangular part of
