, 
and 
store the variables X, y and Z. They must
be initialized with suitable starting values. Both 
and 
must
be strictly positive definite. Typically 
is set
to zero and 
and 
to multiples of the identity matrix. If the
block diagonal matrices 
and 
have more than one block, they
must necessarily be stored as sparse matrices. If they contain a
single block, it is recommended that they be provided in full format,
as the solutions will most likely be full. The script
initvars.m may be used to initialize 
to zero and 
,
to 
times the identity matrix, where 
is a
scalar set by the user. The proper choice of 
is highly
problem dependent. The default value is 100, but it may be necessary
to set 
to a larger value. On the other hand, 
is often satisfactory, and results in a smaller number of iterations.