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

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

  where op(K) = K or K**H  (i.e., the conjuga