In using a vector-matrix language such as SAS/IML, MATLAB, or R, one of the challenges for programmers is learning how to vectorize computations. Often it is not intuitive how to program a computation so that you avoid looping over the rows and columns of a matrix. However, there are a
SAS/IML programmers know that the VECDIAG matrix can be used to extract the diagonal elements of a matrix. For example, the following statements extract the diagonal of a 3 x 3 matrix: proc iml; m = {1 2 3, 4 5 6, 7 8 9}; v = vecdiag(m); /* v = {1,5,9}
Last week I discussed a program that had three nested loops that used scalar operations in the innermost loop. I mentioned that this program was not vectorized, and would therefore be slow in a matrix language such as SAS/IML, MATLAB, or R. I then went through a series of steps
Last week someone posted an interesting question to the SAS/IML Support Community. The problem involved four nested DO loops and took hours to run. By transforming several nested DO loops into an equivalent matrix operation, I was able to reduce the run time to about one second. The process of
The LOC function is one of the most important functions in the SAS/IML language. The LOC function finds elements of a vector or matrix that satisfy some condition. For example, if you are going to apply a logarithmic transform to data, you can use the LOC function to find all
