 1972.

  [2] Hammarling, S.J.
      Numerical solution of the stable, non-negative definite
      Lyapunov equation.
      IMA J. Num. Anal., 2, pp. 303-325, 1982.

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<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>                            3
  The algorithm requires 0(N ) operations and is backward stable.

</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
  The Lyapunov equation may be very ill-conditioned. In particular,
  if A