-M, and R M-by-M, where W
  and R are symmetric. In linear-quadratic optimal control problems,
  usually W is positive semidefinite and R positive definite.  The
  factorized form can be used if the CARE is solved using the
  deflating subspaces of the extended Hamiltonian pencil

               (  A   0   B  )       (  I   0   0  )
               (       T     )       (             )
     H - s K = (  Q   A   0  )  -  s (  0  -I   0  ) ,
               (       T     )       (             )
               (