y U.
          LDU &gt;= 1,        if LYAPUN = 'R';
          LDU &gt;= MAX(1,N), if LYAPUN = 'O'.

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