N = 200
dlyap(randn(N,N), Matrix(I(N)))
crashes julia (on my machine) due to the naive implementation of the Lyapunov solver that attempts to invert N^2 x N^2 matrices.
covar and norm rely on dlyap so these functions have the same problem.
@mfalt , @baggepinnen we should discuss how to handle this and related problems