If you have access to a computer for which binary versions of the auxiliary files have been provided then follow these steps to download and install the programs. Download the driver routines of interest and the binaries for your computer. Some of the files are supplied as compressed (with gzip) tar archives. Uncompress and extract the the files from the tar archive with the UNIX commands
where filename is replaced with the name of the tar archive. This also can be done on a PC or Macintosh using programs obtained from shareware archives, such as shareware.com
gunzip filename.tar.gz
tar -xf filename.tar
If you have access to MATLAB and a Mathworks supported Fortran compiler and you wish to construct binary versions of the auxiliary files for a computer for which binary versions are not provided, follow these steps. Download all the Fortran programs on the Fortran source page. On UNIX systems type "make" to create the MEX file. If this doesn't work it may be necessary to change some of the parameters in the file "makefile" for your system. See the beginning of "makefile" for some hints. Instructions for PC's and Macintosh's are coming soon.
If you do not have access to a computer for which binary files have been provided and you don't want to make the MEX files for another computer, you can still solve Riccati and Sylvester equations efficiently. To solve Riccati equations, download the driver routine for the Riccati doubling algorithm and the file doubler.m , which contains MATLAB commands that can be used in place of the MEX file doubler. To solve Sylvester equations, download either both the driver routine for the Sylvester doubling algorithm and the file doubles.m; or both the driver routine for the Hessenberg-Schur algorithm and the file sylvest.m.