#Example"><B>[Example]</B></A>

<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
  To solve for X = op(U)'*op(U) either the stable non-negative
  definite continuous-time Lyapunov equation
                                2
     op(A)'*X + X*op(A) = -scale *op(B)'*op(B)                   (1)

  or the convergent non-negative definite discrete-time Lyapunov
  equation
                                2
     op(A)'*X*op(A) - X = -scale *op(B)'*op(B)                   (2)

  where op(K) = K or K' (i.e., the trans