A SAS customer wrote, "I have access to PROC IML through SAS OnDemand for Academics. What is the best way for me to learn to program in the SAS/IML language? How do I get started with PROC IML?"

That is an excellent question, and I'm happy to offer some suggestions. The following ideas are ordered according to your level of experience with SAS/IML programming. The first few resources will help beginners get started with PROC IML. The last few suggestions will help intermediate-level programmers develop and improve their SAS/IML programming skills.

1. Get the SAS/IML Software. If your workplace does not license the SAS/IML product, you can use SAS OnDemand for Academics for learning SAS/IML. Even if SAS/IML software is available at work, you might want to sign up for OnDemand so you can learn and practice at night or on weekends. And don't be fooled by the name: If you are an independent learner, you can use SAS OnDemand.
2. Work through the "Getting Started" chapter of the book Statistical Programming with SAS/IML Software. The chapter is available as a free excerpt from the book's Web page. Notice that I say "work through," not "read." Run the programs as you read. Change the numbers in the examples. If you want a longer introduction, read my SAS Global Forum paper "Getting Started with the SAS/IML Language" Wicklin (2013).
3. Work through the first six chapters of the SAS/IML User's Guide. A few years ago I revised this documentation to make it more readable, especially the sections about reading and writing data.
4. Download the SAS/IML tip sheets. By keeping a tip sheet on your desk, you can easily remind yourself of the syntax for common SAS/IML statements and functions.
5. Subscribe to The DO Loop blog. I often blog about topics that do not require advanced programming skills. I also discuss DATA step programs, statistical graphics, and SAS/STAT procedures. I've written hundreds of blog posts that are tagged as "Getting Started."
6. Program, program, program. The way to learn any programming language is to start writing programs in that language. When I was a university professor, I used to tell my students "Math is not a spectator sport." Programming is similar: In order to get better at programming, you need to practice programming. Many of the previous tips provided you with pre-written programs that you can modify and extend. The paper "Rediscovering SAS/IML Software: Modern Data Analysis for the Practicing Statistician" includes intermediate-level examples that demonstrate the power of the SAS/IML language.
7. Use the SAS/IML Support Community. When you start writing programs, you will inevitably have questions. The SAS/IML Support Community is a discussion forum where you can post code and ask for help. As you gain experience, try answering questions posted by others!
8. Think about efficiency. A difference between a novice programmer and an experienced programmer is that the experienced programmer can write efficient programs. In a matrix-vector language such as SAS/IML, that means vectorizing programs: using matrix operations instead of loops over variables and observations. Many programming tips and techniques in the first four chapters of Statistical Programming with SAS/IML Software deal with efficiency issues. As you gain experience, study the efficiency examples and vectorization examples in my blog.

Becoming a better SAS/IML programmer does not happen overnight. Merely reading books and blogs will not make you better. However, the tips in this article point out resources that you can use to improve your skills. So roll up your sleeves and start programming!