topic Re: Idempotent matrix in SAS/IML Software and Matrix Computations

Idempotent matrix

Abyt — Wed, 17 Feb 2021 13:03:48 GMT

How to create idempotent matrix in sas/IML

Re: Idempotent matrix

PeterClemmensen — Wed, 17 Feb 2021 13:12:23 GMT

Any idempotent matrix?

Re: Idempotent matrix

PeterClemmensen — Wed, 17 Feb 2021 13:13:40 GMT

Moved this thread to the IML Forum.

Re: Idempotent matrix

SAS_Rob — Wed, 17 Feb 2021 13:17:47 GMT

One way to generate an idempotent matrix is to use the formula:
M=I-(1/n)*ii`

where I is the identity matrix, n is the number of rows, and i is a column vector of 1s of dimension n.

This matrix is by definition orthogonal so that the rows are independent.

I have included an example below of how this can be done in IML.

proc iml;
n=5;
i=j(n,1,1);
M=i(5)-((1/n)*i*i`);
m2=m*m;*check for idempotency;
print m m2;
quit;

Re: Idempotent matrix

Rick_SAS — Wed, 17 Feb 2021 13:19:31 GMT

To create a matrix in SAS/IML, use curly brackets to begin/end the matrix. Use spaces to separate columns and use commas to indicate a new row. For example:

proc iml;

A = { 1  0,
        0   1};

Re: Idempotent matrix

Abyt — Thu, 18 Feb 2021 17:09:47 GMT

Thank you for your response. I need SAS/IML code to generate any idempotent matrix.

Re: Idempotent matrix

Rick_SAS — Mon, 15 Mar 2021 13:27:29 GMT

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