of the
          matrix A.  N &gt;= 0.

  P       (input) INTEGER
          The actual output dimension, i.e. the number of rows of
          the matrix C.  P &gt;= 0.

  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
          On entry, the leading N-by-N part of this array must
          contain the state transition matrix A to be transformed.
          On exit, the leading N-by-N part of this array contains
          the transformed state transition matrix U' * A * U.
          The anni