Rick,

I promised some data step methods for doing some matrix operations as part of an overall solution for using the NLMIXED procedure to fit the multivariate Gaussian model. These matrix operations enable solving more than the bivariate Gaussian model. As such, below are SAS macros that perform the following matrix operations:

1) matrix multiplication
2) matrix transpose
3) construction of Cholesky decomposition of a symmetric, full rank matrix
4) computation of determinant from Cholesky decomposition
5) inversion of full rank, lower diagonal matrix

Each macro is attached as a separate post.