Rick,
Here is another way to calculate the dimension of Matrix .

proc iml;
v={0.6 0.5 0.4 0.3 0.2 0.1 };

d=nrow(sqrvech(v));
corr=I(d+1);
corr[loc(row(corr)<col(corr))]=v;
corr=corr+corr`-I(d+1);
print corr;
qui