Linear algebra is fundamental to regression, principal component analysis, and other multivariate statistical techniques. You can use the functions and high-level operators in SAS/IML software to implement these techniques. The similarity between the SAS/IML syntax and matrix algebra notation often makes it straightforward to translate an algorithm into a SAS/IML program.

The examples in this chapter demonstrate a variety of matrix computations. You can use these examples to gain insight into other complex problems you might need to solve. Some of the examples perform the same analyses as are performed by procedures in SAS/STAT software and are not meant to replace them. The examples are included as learning tools.