In reply to Ian Wakeling.

Agreed. But keep in mind that each computation in your 300x300 example takes about 0.0001 seconds. For most applications, whether the computation takes 0.0001 or 0.0002 seconds is not going to matter. I certainly wouldn't recommend that you change your programming style to use row vectors rather than column vectors, since column vectors are more convenient and the 0.0001 seconds that you might save are not worth the hassle of restructuring code.

By the way, I ran the same program in other (non-SAS) software languages. They exhibit similar behavior.