proc IML by group

[Rick_SAS]

As a beginner, you might enjoy the article "Ten tips for learning the SAS/IML language."  The links in Tip 2 answer your question. For example, see p. 7 of Wicklin (2013) "Getting Started with the SAS/IML Language."

[Alain38]

Thank you, I will read it! Could you recommand me a book as a beginner? I need to make programs handling financial data like this one, so I need to deal with big database (several tens of GB), many variables over long periods, and make computations (so far with proc IML), but I still have many learning gaps. I do not understand very well SAS yet.

[Rick_SAS]

Tip #2 also suggests a book for learning basic SAS/IML. SAS is a big language. There are many online resources as well as many books.  I suggest you start with the free SAS tutorials at http://support.sas.com/training/tutorial/  On that page are links to free self-paced courses for "SAS Programming 1" and for "Statistics 1."