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Date:         Mon, 25 Feb 2008 15:28:41 -0500
Reply-To:     "Howard Schreier <hs AT dc-sug DOT org>"
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "Howard Schreier <hs AT dc-sug DOT org>"
Subject:      Re: Efficient matrix multiplication.

On Mon, 25 Feb 2008 11:42:13 -0800, RodrigoLopezAlsina@GMAIL.COM wrote:

>I am trying to multiply two matrixes in SAS in an efficient way. > >I have one 5millionx40 and a 40x40 matrix that I want to multiply >together. I can do this using PROC IML, but I just found out that the >machine I will be using doesn't have this package so I have to do it >in a Data step. > >I have tried using PROC SQL but it is terribly inefficient (takes >hours to do what IML does in minutes). > >Do you have a suggestion of how I could tackle this problem in an >efficient way? > >Thanks in advance. > >R

1. How sparse are the 2 matrices? What fraction of the cells are zero or missing?

2. Are the 2 martrices stored in SAS data sets of the indicated dimensions? If not, how are they stored?

3. Please post your SQL code.

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