topic Re: Elementwise Product in Matrix in SAS/IML Software and Matrix Computations

Elementwise Product in Matrix

NewbieRaph — Tue, 10 Nov 2015 10:21:48 GMT

Hi everybody,

I hope this message finds you well.

I have a matrix, let's say MAT, and I would like to make the product of the elements on each row and output the resulting vector in VEC.

So VEC i = product MAT[ i , 1:NCOL(MAT)].

I simply figured it out using a do loop as follows:

do i = 1 to nrow(MAT);
do r = 1 to ncol(MAT);
VEC [ i ,1]=VEC [i,1]*MAT[i,r];
end;
end;

But it takes too much time to run the above instructions since I have to run the same instructions 300,000 times (in different scenarios).

Do you have any better idea to optimize the runtime?

Thanks a lot in advance.

Raphaël

Rick_SAS — Tue, 10 Nov 2015 12:57:21 GMT

vec = mat[ , #];

SAS/IML supports many elementwise operations. Two articles you might want to read are:

and

NewbieRaph — Tue, 10 Nov 2015 14:24:55 GMT

Thanks Rick! 🙂

It works perfectly and is 60 seconds faster for 20 scenarios.

You are my savior!

I notice that you already posted it 3 years ago in your second link...

Raphael

Rick_SAS — Tue, 10 Nov 2015 15:29:37 GMT

Great. Remember to click the "Accept as Solution" button so that others can see that the question has been answered.

NewbieRaph — Tue, 10 Nov 2015 16:33:44 GMT

Done!!

Raphaël