SUPPORT / SAMPLES & SAS NOTES
Problem Note 13939: When performing more than 3 simulation horizons in a simulation, the MAT_POWER() subroutine will return erroneous results
 |  |  |  |  |
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.
*
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.
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 | |||