topic Do until in proc iml in SAS/IML Software and Matrix Computations

Do until in proc iml

Newph — Fri, 23 Dec 2016 15:08:49 GMT

Hi I am new to this board and trying to translate a matlab code to sas and am having some problems with the do until loop in proc iml:

The matlab code is:

while any(a<0)
a(a<0) = 0;
ind = find(a>0);
b = a(ind);
k = length(b);
b = b - 1/k *(sum(b)-1);
a(ind) = b;
end

and the sas code that I wrote is:

proc iml;
use XXX
read all XXX
close XXX
...
do until (ncol(loc(a<0))=0);
a[1,loc(a<0)]=0;
ind=loc(a>0); b=a[ind]; k=ncol(b); b=b-((sum(b)-1)/k);
a[ind]=b;
end;
run;quit;

So I am trying to run teh do loop till none of the element in matrix a is negative (using do until (ncol(loc(a<0))=0);) not sure if thats whats causing the problem...

Re: Do until in proc iml

dougc — Fri, 23 Dec 2016 16:07:04 GMT

Here is another translation of your original Matlab code:

do while (any(a<0));
    a[loc(a<0)] = 0;
    ind = loc(a>0);
    b = a[ind];
    k = nrow(b)#ncol(b);
    b = b - 1/k #(sum(b)-1);
    a[ind] = b;
end;

I ran it with randomly generated vectors and matrices, and it *seemed* to give reasonable output. Without a better understanding of what you are trying to do, I can't say whether it is correct or not.

Re: Do until in proc iml

Newph — Sat, 24 Dec 2016 10:41:00 GMT

Thanks so much for the help! The code ran but the results seems a little strange... essentially what I am trying to do is to convert my matrix (in this example below matrix5, its a 22*22 matrix) to its closest stochastic matrix with the below logic: 1) go through the matrix row by row starting with row 1 2) if any of the element in row 1 is negative, then replace the negative number with 0 and if the rest in the row are positive, then normalize all other elements with ind=loc(a>0); b=a[ind]; k=nrow(b)#ncol(b); b=b-1/k#(sum(b)-1); a[ind]=b; keep on looping till all elements are >=0 3) once row 1 satisfies the above condition, go to row 2, and keep on going till row 22 4) output to a below is my updated code:

proc iml; 
use OLD; 
read all var _ALL_ into matrix5[colname=varNames]; 
close OLD; 
a=matrix5; 
do ii=1 to nrow(matrix5); 
   call symputx("iii",ii); 
   a=matrix5[num(symget("iii")), ]; 
   do while (any(a<0)); 
      a[loc(a<0)]=0; 
      ind=loc(a>0); 
      b=a[ind]; k=nrow(b)#ncol(b); 
      b=b-1/k#(sum(b)-1); 
      a[ind]=b; 
   end; 
   rA[num(symget("iii")), ] = a; 
   print rA[L="new4" format=7.4]; 
end; 
quit;

any help would be greatly appreciated!

Re: Do until in proc iml

ballardw — Fri, 23 Dec 2016 17:11:32 GMT

Post code into the box opened using the {i} menu item in the form to preserve formatting.

Re: Do until in proc iml

dougc — Fri, 23 Dec 2016 17:38:44 GMT

If I understand what you are trying to do correctly, I believe the following re-working of your code is what you want (with some comments):

do ii = 1 to nrow(a);
    do while (any(a[ii,] < 0));     /* search for negative value in row ii */
        a[ii,loc(a[ii,] < 0)] = 0;  /* set negative values in row ii to 0 */
        ind=loc(a[ii,]>0);          /* find remaining non-negative elements in row ii */
        b=a[ii,ind];                /* extract non-negative elements into column vector */
        k=nrow(b)#ncol(b);          /* length of vector, could just use nrow(b) */
        b=b-(sum(b)-1)/k;           /* normalize */
        a[ii,ind]=b;                /* update positive elements */
    end;
end;

If I misunderstand your algorithm, perhaps you could provide an example and what you expect as output.

Re: Do until in proc iml

Ksharp — Sat, 24 Dec 2016 06:39:55 GMT


So you want process it row by row .



proc iml;
a={-1 -2 1 2,
   -3 3 4 6,
   -3 3 9 -2,
   9 3 4 -2};
   
do i=1 to nrow(a);
 temp=a[i,];
 do while(any(temp<0));
  temp[loc(temp<0)]=0;
  ind=loc(temp>0);
  b=temp[ind];
  k=nrow(b);
  b=b-(1/k)#(sum(b)-1);
  temp[ind]=b;
 end;
 a[i,]=temp;
end;
print a;
quit;

Re: Do until in proc iml

Ksharp — Sat, 24 Dec 2016 07:00:01 GMT

Maybe you want this.


http://blogs.sas.com/content/iml/2012/11/28/computing-the-nearest-correlation-matrix.html

Re: Do until in proc iml

Rick_SAS — Sat, 24 Dec 2016 10:50:42 GMT

You say that your goal is "to convert my matrix to its closest stochastic matrix."

Why do you think that this process will converge to a stochastic matrix? Do you have a reference for this algorithm? Or is this your attempt to create such an algorithm.

Notice that if the elements of the input matrix are all positive, but the row sums are not unity, then the algorithm you are implementing does nothing to change the matrix. For example,

a = {
   0.1 0.2 0.1 0.2 ,
   0.3 0.3 0.4 0.6 ,
   0.3 0.3 0.9 0.2 ,
   0.9 0.3 0.4 0.2 };

Re: Do until in proc iml

Newph — Tue, 03 Jan 2017 22:41:44 GMT

Thanks so much! 😉