08-21-2017 09:12 AM
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.