Date: Thu, 30 Jul 2009 14:04:22 -0400
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Mike Zdeb <msz03@ALBANY.EDU>
Subject: Re: matrix inverse without IML
hi ... wow, a reference to a post from 2001 !!!
well, since then, if you don't have IML, you can use some matrix functions PROC FCMP
as was pointed out by a couple postings by Dale McLerran in a few postings, among them ...
1 3 3
1 4 3
1 3 4
array temp[3,3] / nosymbols;
rc = read_array('work.x',temp);
call inv(temp, inverse);
rc = write_array('work.y',im);
proc print data=x noobs;
proc print data=y noobs;
m1 m2 m3
1 3 3
1 4 3
1 3 4
im1 im2 im3
7 -3 -3
-1 1 0
-1 0 1
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> by understanding the operations behind a matrix inversion, we certainly can
> resort to SVD algorithm
> SVD on a square matrix X is
> and once we got matrix U, E, V, we can obtain the inverse of X as
> since matrix E is an diagonal matrix, its inverse is simply inversion of
> its diagonal scalar elements which can be easily done, taking numerical
> stability into consideration.
> Well, I've also point out a way in SAS to do SVD (hence generalized
> inverse) without IML (but you do need SAS/STAT) at
> now you don't IML or other software and the overhead in exchange data
> between them.
> On Thu, 7 Jun 2001 14:21:18 -0700, David L. Cassell
> <Cassell.David@EPAMAIL.EPA.GOV> wrote:
>>Howard Schreier wrote [ in part]:
>>>Here's an alternative.
>>> You probably have Excel.
>>> Excel has a function (MINVERSE) for inverting matrices.
>>> You could put the data into Excel, do the calculation, then get the data
>>> back into SAS.
>>Very clever [as usual]. But are you aware that Excel does *not* do a
>>good job on some matrix and stat functions? I believe there is an ACM
>>paper of last year in which two authors tested Excel on NIST test data
>>sets for stats and it did wretchedly. I wouldn't use Excel to invert a
>>without substantial testing first. And if the matrix is ill-conditioned,
>>Excel [or most non-matrix/stat software for that matter] may do a *ghastly*
>>job of inverting the matrix properly. BTW, this is not just another MS
>>because I wouldn't trust any of the popular spreadsheets to do this well
>>OTOH, there are realtively inexpensive matrix mainpulation and stats
>>which could be used in place of Excel here. GLIM comes to mind, as does
>>Perl's PDL module [which is free - if you can get it to compile on your
>>and the R system [also free].
>>David Cassell, CSC
>>Senior computing specialist