Since you have asked several elementary questions, here is a link to an article that might help: How to learn SAS/IML: Five resources for the beginner - The DO Loop In particular, tip #4 is relevant. When you write your funtion, you will need to use the RETURN statement IF-THEN/ELSE statement DET function, and INV function BTW, your logic is backwards: if the determinant is NOT zero, you can compute the inverse. ... View more

There is a very similar thread here: https://communities.sas.com/message/209655 That you might want to look in to! ... View more

proc iml; start AddToDiag( result, A, B);     /* add B to diagonal of a square matrix A */     result = A + diag(  j(nrow(A),  1,   B)  ); finish; /* test it out */ m = {1 1 1,         2 2 2,         3 3 3 }; lambda = 3; run AddToDiag( MPlusLambda, m, lambda); print M lambda MPlusLambda; quit; ... View more