In reply to Rick Wicklin.

I get the error message below from the execution of the following statement:
l=t(root(cor));
ERROR: The matrix operation is not supported for matrices of size greater than 2147483647 bytes.
"cor" is 40,000x40,000 correlation matrix. It is not an AR(1) correlation matrix.
I have set the memsize to 24G. I am using SAS/IML 14.3 in the X64_10PRO WIN 10 platform.
Any help with this issues is appreciated.
Thank you.