topic Re: subroutine in SAS/IML Software and Matrix Computations

subroutine

bri11 — Fri, 02 May 2014 05:35:42 GMT

what is an example of a subroutine module with 2 parameters, a constant and a square matrix.

that adds the constant value to every element of the diagonal of the matrix, and passes the result

back in a new parameter? I'm having a hard time understanding this stuff so lots of comments would

be unbelievably helpful.

Hutch_sas — Fri, 02 May 2014 12:21:29 GMT

proc iml;

start AddToDiag( result, A, B);

/* add B to diagonal of a square matrix A */

result = A + diag( j(nrow(A), 1, B) );

finish;

/* test it out */

m = {1 1 1,

2 2 2,

3 3 3 };

lambda = 3;

run AddToDiag( MPlusLambda, m, lambda);

print M lambda MPlusLambda;

quit;