In reply to Ian Wakeling.

SAS/IML stores matrices in row-major order, but it might be that the vendor library is optimized for column major, thus explaining why one computation is faster thant the other. Numerical algorithm are always sensitive to how matrices are stored and how memory is accessed. This is a fundamental aspect of numerical analysis and matrix computations. SAS will, of course, look into this and strive to make each computation as fast as possible.