Date:         Mon, 3 Jun 2002 03:00:46 -0700
Reply-To:     Ivan Bos <ivanlooptstage@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Ivan Bos <ivanlooptstage@HOTMAIL.COM>
Organization: http://groups.google.com/
Subject:      Re: Matrix multiplication without PROC IML
Content-Type: text/plain; charset=ISO-8859-1

Dear Armin,

I tried to use your macro, but a multiplication of a 4*4000 vs a
4000*4 matrix gave some problems:

>>>>>>>

WARNING: Argument 1 to function ATTRN referenced by the %SYSFUNC or
%QSYSFUNC macro function is missing or out of range.
ERROR: File WORK.XTRANS.DATA does not exist.

>>>>>>>

Do you know how to handle that problem?

Regards,

Ivan Bos
Free University Amsterdam
The Netherlands

Armin.Gemperli@UNIBAS.CH (Armin Gemperli) wrote in message news:<3CF4A421.8332576E@unibas.ch>...
> Dear Ivan,
>
> I can see, you have the same Problem with your Boss as I have: It is
> cheaper for him to let you program tedious matrix computation solutions
> yourself, than buying IML. For the matrix-multiplication, I have added a
> macro, but for the inversion stuff I should have more information about
> the matrix to invert: Has it full rank/Generalized Inverse/Is it
> positive-definite/symmetric etc. Because to programm your own solution
> it helps a lot to use this ancillary information.
> Cheers
> Armin Gemperli
>
>
> %MACRO MATMUL(A, B, C, COLNAME=COL);
> /* ********************************************************* */
> /* Matrix multiplication A*B=C without using SAS/IML         */
> /* ********************************************************* */
> /*                                                           */
> /*  Parameters:                                              */
> /*    1. First Matrix (A)                                    */
> /*    2. Second Matrix (B), where the second dimension of A  */
> /*       and the first dimesnio of B must match (not checked)*/
> /*    3. Resulting Matrix (C)                                */
> /*    4. Colum Names of the resulting Matrix C.              */
> /*       Optional Argument, Default=COL                      */
> /*                                                           */
> /* ********************************************************* */
>  OPTION NONOTES NOMPRINT;
>  %LET DATA=%sysfunc(OPEN(&A));
>  %LET DIMLEFT=%sysfunc(ATTRN(&DATA,NOBS));
>  %LET DIMJOIN=%sysfunc(ATTRN(&DATA,NVARS));
>  %LET RC=%sysfunc(CLOSE(&DATA));
>  %LET DATA=%sysfunc(OPEN(&B));
>  %LET DIMCHECK=%sysfunc(ATTRN(&DATA,NOBS));
>  %LET DIMRIGHT=%sysfunc(ATTRN(&DATA,NVARS));
>  %LET MAT2VAR1=%SYSFUNC(VARNAME(&DATA,1));
>  %LET MAT2VARN=%SYSFUNC(VARNAME(&DATA,&DIMRIGHT));
>  %LET RC=%sysfunc(CLOSE(&DATA));
>  %IF &DIMJOIN NE &DIMCHECK %THEN %DO;
>     %PUT ERROR: Dimensions do not match. Processing interrupted;
>     %GOTO EXIT;
>  %END;
>  PROC TRANSPOSE DATA=&A OUT=&C PREFIX=_AVAR_;
>  DATA &C (DROP=i j _AVAR_1-_AVAR_&DIMLEFT &MAT2VAR1--&MAT2VARN);
>    SET &C(DROP=_NAME_);
>    SET &B;
>    ARRAY _AARRAY {&DIMLEFT} _AVAR_1-_AVAR_&DIMLEFT;
>    ARRAY _BARRAY {&DIMRIGHT} &MAT2VAR1--&MAT2VARN;
>    ARRAY _CVAR_ {%EVAL(&DIMLEFT * &DIMRIGHT)};
>    RETAIN _CVAR_;
>    IF _N_ EQ 1 THEN DO;
>      DO i=1 TO &DIMLEFT;
>        DO j=1 TO &DIMRIGHT;
>           _CVAR_((i-1)*&DIMRIGHT+j)=_AARRAY(i)*_BARRAY(j);
>        END;
>      END;
>    END;
>    ELSE DO;
>      DO i=1 TO &DIMLEFT;
>        DO j=1 TO &DIMRIGHT;
>
> _CVAR_((i-1)*&DIMRIGHT+j)=_CVAR_((i-1)*&DIMRIGHT+j)+_AARRAY(i)*_BARRAY(j);
>            END;
>      END;
>    END;
>    IF _N_ EQ &DIMJOIN THEN OUTPUT;
>  PROC TRANSPOSE DATA=&C OUT=&C PREFIX=_CVAR_;
>  DATA &C (DROP=i _CVAR_1);
>    SET &C(DROP=_NAME_);
>    ARRAY &COLNAME {&DIMRIGHT};
>    RETAIN &COLNAME i 1;
>    &COLNAME(i)=_CVAR_1;
>    IF MOD(_N_,&DIMRIGHT) EQ 0 THEN DO;
>      OUTPUT;
>          i=1;
>    END;
>    ELSE i+1;
>  RUN;
> /* ***************  */
> /* **  EXAMPLES  ** */
> /* ***************  */
> /*
> * _1_;
> DATA A;
>   INPUT F G Z O Z65 R TTT;
>   datalines;
>   1 2 0 4 66 11 8
>   ;
> DATA B;
>   INPUT R TTT;
>   DATALINES;
>   6 6
>   0 1
>   1 0
>   8 345
>   9 5
>   0 88
>   111 9
> ;
> RUN;
> %MATMUL(A=A, B=B, C=C, COLNAME=V);
>
> * _2_;
> DATA A;
>   INPUT A B C D ;
>   datalines;
>   1 2 0 4
>   66 88 99 100
>   21 45 65 0
>   4 3 1 0.1
>   ;
> DATA B;
>   INPUT A B C;
>   DATALINES;
>   0.1 0.1 0.11
>   99 0.9 0.0001
>   0.2 0 0.00001
>   100000 10.001 1.01
> ;
> RUN;
> %MATMUL(A,B,C);
> */
>  %EXIT:
>  OPTION NOTES;
> %MEND MATMUL;