There's probably a more efficient solution but this resets the rows of R to 0 where no elements < 0.1
proc iml;
Z = {0.2 0.3 0.05,
0.01 0.01 0.01,
0.2 0.3 0.5,
0.2 0.3 0.5}; /* added extra row with no elements < 0.1 */
G = (Z < 0.1); /* binary indicator matrix */
zrows = loc(G[ , +] = 0); /* vector of rows in G with no elements < 0.1 */
R = G[ , <:>]; /* index of max value in each row */
R[zrows,] = 0; /* reset R to 0 where no elements < 0.1 */
print R;
quit;
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