The MAT_POWER() subroutine in SAS^® Risk Dimensions^® will produce incorrect results when performing more than three (3) simulation horizons, with more than one (1) draw.

The MAT_POWER(in_matrix, result_matrix, interger) subroutine will overwrite the in_matrix with the result_matrix when called, thus corrupting in_matrix and resulting in a compounding effect on result_matrix.

For fewer than three (3) simulation horizons and an arbitrary number of draws, or more than three (3) simulation horizons and a single draw (ndraws=1), the MAT_POWER() subroutine works properly.

Select the Hot Fix tab in this note to access the hot fix for this issue.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS Risk Dimensions Enterprise Edition	Linux	4.1.3	4.2.1		9.1 TS1M3 SP4
		64-bit Enabled Solaris	4.1.3	4.2.1		9.1 TS1M3 SP4
		Solaris	4.1.3	4.2.1		9.1 TS1M3 SP4
		Microsoft Windows 2000 Advanced Server	4.1.3	4.2.1		9.1 TS1M3 SP4
		Microsoft Windows NT Workstation	3.3	4.2.1		9.1 TS1M3 SP4
		Microsoft Windows XP Professional	4.1.3	4.2.1		9.1 TS1M3 SP4
		Microsoft Windows 2000 Server	3.3	4.2.1		9.1 TS1M3 SP4
		Windows Millennium Edition (Me)	3.3
		Microsoft Windows 95/98	3.3
		Microsoft Windows 2000 Professional	3.3	4.2.1		9.1 TS1M3 SP4
		Microsoft Windows 2000 Datacenter Server	3.3	4.2.1		9.1 TS1M3 SP4
		64-bit Enabled HP-UX	3.3	4.2.1		9.1 TS1M3 SP4
		HP-UX	3.3	4.2.1		9.1 TS1M3 SP4
		64-bit Enabled AIX	3.3	4.2.1		9.1 TS1M3 SP4
		Tru64 UNIX	3.3	4.2.1		9.1 TS1M3 SP4
		AIX	3.3	4.2.1		9.1 TS1M3 SP4

* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.

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A fix for this issue for SAS Risk Dimensions 4.1 is available at:

http://www.sas.com/techsup/download/hotfix/rd41.html#013939

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Type:	Problem Note
Priority:	high

Date Modified:	2009-01-16 12:41:42
Date Created:	2004-12-03 12:37:07