he problem structure is exploited. This
  computation is useful, for instance, in combined measurement and
  time update of one iteration of the time-invariant Kalman filter
  (square root covariance filter).

</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
      SUBROUTINE MB04JD( N, M, P, L, A, LDA, B, LDB, TAU, DWORK, LDWORK,
     $                   INFO )
C     .. Scalar Arguments ..
      INTEGER           INFO, L, LDA, LDB, LDWORK, M, N, P
C     .. Array Arguments