= 'E', where Q1 is the observability
  Grammian defined to enforce stability for a modified combination
  method of [4].

  If JOBC = JOBO = 'S' and ALPHAC = ALPHAO = 0, the choice of
  Grammians corresponds to the method of Enns [1], while if
  ALPHAC = ALPHAO = 1, the choice of Grammians corresponds to the
  method of Lin and Chiu [2,3].

  The routine computes directly the Cholesky factors S and R
  such that P = S*S' and Q = R'*R according to formulas
  developed in [4]. No matrix inversions are involve