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Problem Note 63601: PROC VARMAX issues "ERROR: Eigenvalue computation failed" for some model specifications and data

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Eigenvalues and eigenvectors are computed and used internally by PROC VARMAX in many calculations. For some data sets and model specifications, PROC VARMAX returns the following error message and stops processing if an approximation of the eigenvalues and eigenvectors has to be used:

ERROR:  Eigenvalue computation failed.  The VARMAX procedure stopped processing further steps.

The approximation of the eigenvalues and eigenvectors results in only a slight loss of accuracy. Therefore, the requirement of "exact" eigenvalues and eigenvectors is considered to be too restrictive.

There is no circumvention that would allow the procedure to continue processing in all possible cases when the above error is issued. If the variables listed in the MODEL statement have widely varying scales, then rescaling the data to a more similar scale for all variables might avoid the error and allow the procedure to continue processing.

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



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/ETSz/OS14.19.4 TS1M3
z/OS 64-bit14.19.4 TS1M3
Microsoft® Windows® for x6414.19.4 TS1M3
Microsoft Windows 8 Enterprise 32-bit14.19.4 TS1M3
Microsoft Windows 8 Enterprise x6414.19.4 TS1M3
Microsoft Windows 8 Pro 32-bit14.19.4 TS1M3
Microsoft Windows 8 Pro x6414.19.4 TS1M3
Microsoft Windows 8.1 Enterprise 32-bit14.19.4 TS1M3
Microsoft Windows 8.1 Enterprise x6414.19.4 TS1M3
Microsoft Windows 8.1 Pro 32-bit14.19.4 TS1M3
Microsoft Windows 8.1 Pro x6414.19.4 TS1M3
Microsoft Windows 1014.19.4 TS1M3
Microsoft Windows Server 200814.19.4 TS1M3
Microsoft Windows Server 2008 R214.19.4 TS1M3
Microsoft Windows Server 2008 for x6414.19.4 TS1M3
Microsoft Windows Server 2012 Datacenter14.19.4 TS1M3
Microsoft Windows Server 2012 R2 Datacenter14.19.4 TS1M3
Microsoft Windows Server 2012 R2 Std14.19.4 TS1M3
Microsoft Windows Server 2012 Std14.19.4 TS1M3
Windows 7 Enterprise 32 bit14.19.4 TS1M3
Windows 7 Enterprise x6414.19.4 TS1M3
Windows 7 Home Premium 32 bit14.19.4 TS1M3
Windows 7 Home Premium x6414.19.4 TS1M3
Windows 7 Professional 32 bit14.19.4 TS1M3
Windows 7 Professional x6414.19.4 TS1M3
Windows 7 Ultimate 32 bit14.19.4 TS1M3
Windows 7 Ultimate x6414.19.4 TS1M3
64-bit Enabled AIX14.19.4 TS1M3
64-bit Enabled Solaris14.19.4 TS1M3
HP-UX IPF14.19.4 TS1M3
Linux for x6414.19.4 TS1M3
Solaris for x6414.19.4 TS1M3
* 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.