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Matrix in proc fcmp

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Matrix in proc fcmp

Trying to answer to you, I accidentally click on "accep as solution". Could you re-edit my post please ?

 

I don't have proc iml.

 

Yes absolutly, my input matrix is alway symmetric. It's a symetric correlation matrix and I calculate its

EigenVectors and EigenValues.

 

When one EigenValue is negative, I delete it and the corresponding EigenVectors. And  I re-bult a new symetric correlation matrix, that is mat2.

 

Regards

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