ous-Time Case.
      Technical Report SPC 95_22, Fak. f. Mathematik,
      TU Chemnitz-Zwickau (Germany), October 1995.

</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
  If the original data as taken from the literature is given via
  matrices G and Q, but factored forms are requested as output, then
  these factors are obtained from Cholesky or LDL' decompositions of
  G and Q, i.e., the output data will be corrupted by roundoff
  errors.

</PRE>
<A name="Comme