In reply to Nicolas.

That's the same test I ran! The results for SAS/IML and R are similar. In R (on my machine) one method takes twice as long as the other:

user system elapsed
10.39 0.00 10.41
user system elapsed
5.51 0.00 5.52

For comparison the SAS/IML numbers on the same machine are

t_rowvec
2.76
t_colvec
7.0310001

R stores matrice in column-major form whereas SAS/IML stores matrices in row-major form, so that's why the results are "opposite": In R, the multiplication is slower when the vector is on the left; in SAS/IML, the multiplication is slower when the vector is on the right.