Sure. In that case you'll have to know (somehow) the size of the matrix in which you want to store the data. Let's say that you know numRow and numCol.
I haven't tested (or even run) the following statements, so forgive any typos.
If you are using SAS/IML 9.22, you can use the FULL function:
http://support.sas.com/documentation/cdl/en/imlug/63541/HTML/default/viewer.htm#imlug_langref_sect09...
read all var {element row col} into s;
A = full(s);
If you aren't using SAS/IML 9.22, then allocate A and then fill the nonzero elements by using the sub2ind module that I wrote about on my IML blog a few months ago:
http://blogs.sas.com/iml/index.php?/archives/86-Converting-Matrix-Subscripts-to-Indices.html
read all var {element row col};
A = j(numRow, numCol, 0);
idx = sub2ind(numCol, row||col);
A[ idx ] = element;
(You *are* reading my blog, right?
🙂 )