In reply to Tao.

SAS has many discussion forums where you can ask questions about how to compute various quantities in SAS. The SAS/IML forum is for questions about how to compute quantities in the SAS/IML language.

In this case, the function you want is the ROOT function (assuming B is symmetric), which you can read about at http://blogs.sas.com/content/iml/2012/02/08/use-the-cholesky-transformation-to-correlate-and-uncorrelate-variables/