Rick,
Here is another solution. No need to judge the dimemsion of Matrix .

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

step=0;
d=0;
n=ncol(v)+1;
do while(n>step);
v=insert(v,{1},0,n-step);
d=d+1;
step=step+d;
end;
corr=sqrvech(v);
print corr;
quit;