Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of SAS/IML software. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.
A little-known but useful feature of SAS/IML 12.3 (which was released with SAS 9.4) is the ability to generate a vector of lowercase or uppercase letters by using the colon operator (:). Many SAS/IML programmers use the colon operator to generate a vector of sequential integers: proc iml; x =
In a previous post, I stated that you should avoid matrix multiplication that involves a huge diagonal matrix because that operation can be carried out more efficiently. Here's another tip that sometimes improves the efficiency of matrix multiplication: use parentheses to prevent the creation of large matrices. Matrix multiplication is
I love working with SAS Technical Support because I get to see real problems that SAS customers face as they use SAS/IML software. The other day I advised a customer how to improve the efficiency of a computation that involved multiplying large matrices. In this article I describe an important
Last week, as part of an article on how spammers generate comments for blogs, I showed how to generate random messages by using the CATX function in the DATA step. In that example, the strings were scalar quantities, but you can also concatenate vectors of strings in the SAS/IML language.
In my recent post on how to understand character vectors in SAS/IML, I left out an important topic: How can you allocate a character vector of a specified length? In this article, "length" means the maximum number of characters in an element, not the number of elements in a vector.
Last week Chris Hemedinger posted an article about spam that is sent to SAS blogs and discussed how anti-spam software helps to block spam. No algorithm can be 100% accurate at distinguishing spam from valid comments because of the inherent trade-off between specificity and sensitivity in any statistical test. Therefore,
SAS programmers are probably familiar with how SAS stores a character variable in a data set, but how is a character vector stored in the SAS/IML language? Recall that a character variable is stored by using a fixed-width storage structure. In the SAS DATA step, the maximum number of characters
While at a conference recently, I was asked whether it was possible to use SAS to simulate data from an inverse gamma distribution. The SAS customer had looked at the documentation for the RAND function and did not see "inverse gamma" listed among the possible choices. The answer is "yes."
Dear Rick, I am trying to create a numerical matrix with 100,000 rows and columns in PROC IML. I get the following error: (execution) Unable to allocate sufficient memory. Can IML allocate a matrix of this size? What is wrong? Several times a month I see a variation of this
Just one last short article about properties of the Hilbert matrix. I've already blogged about how to construct a Hilbert matrix in the SAS/IML language and how to compute a formula for the determinant. One reason that the Hilbert matrix is a famous (some would say infamous!) example in numerical
