proc iml and by variable

[e3flator]

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.

1. E.g.

BY_VARIABLE	X
AT	X1
AT	X2
DE	X1
DE	X2
FR	X1
….

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. 

Thanks in advance

Federica

[Rick_SAS]

There is not a BY statement because the SAS/IML statement operates on matrices, not just vectors.  (It also has a DO loop and other features for processing multiple groups.)

For your example, let Y be the matrix whose i_th column is the vector for the i_th value of the BY variable.  Then

M = t(Y)*A*Y

computes all products that appear in the output data set.  There is no need to filer the data prior to calling PROC IML, nor to create/append multiple data sets.  One IML operation is all it takes.