= N*(N+1)/2.
          If (BPAR(1) = .TRUE.), then array G contains the
          coefficient matrix G of the CARE.
          If (BPAR(1) = .FALSE.), then array G contains the 'control
          weighting matrix' R of G's factored form as in (I). (For
          all examples, M &lt;= N.) The symmetric matrix contained in
          array G is stored according to BPAR(2) and BPAR(3).

  LDG     INTEGER
          If conventional storage mode is used for G, i.e.,
          BPAR(2) = .TRUE., then G is stored like