I would like to know if in proc iml there is a command similar to the “By” command of many SAS procedures. I have to create a matrix product t(x)*A*x using the same matrix A but different x vectors.
All x vectors are stored in the same dataset (INPUT) which has a varaible used to filter the different vectors.
Currently I make a cycle on the different values of BY_VARIABLE, filter the dataset based on that value, make the proc iml and store the output in a dataset. I would like to know if it’s possible to use the entire INPUT dataset in the proc iml, specify which is the BY variable and output a dataset with the BY_VARIABLE and the results of the matrix product for each value.