matrix mulitplication...................
in [SAS]
|
From: gupt on 9 Oct 2009 02:15 Hi, I am having one doubt can we do matrix multiplication by using sas. I think we have to follow arrays concept. suppose I am having the data sets like the following. data set name: first column names : A B A B 1 2 3 4 another data set name : second column names : C D C D 4 5 6 7 I want to get the output like the following data set name : Mulitiply_first_second column names : E F E F 16 19 36 43 In the final data set i need to get the matrix mulitplication......... If anybody help me to get the above code it will be very useful to me......
From: Muthia Kachirayan on 10 Oct 2009 10:55 On Fri, Oct 9, 2009 at 2:15 AM, gupt <pvsgupta(a)gmail.com> wrote: > Hi, > I am having one doubt can we do matrix multiplication by using sas. I > think we have to follow arrays concept. suppose I am having the data > sets like the following. > > data set name: first > column names : A B > > A B > 1 2 > 3 4 > > another data set name : second > column names : C D > > C D > 4 5 > 6 7 > > I want to get the output like the following > data set name : Mulitiply_first_second > column names : E F > E F > 16 19 > 36 43 > > In the final data set i need to get the matrix mulitplication......... > If anybody help me to get the above code it will be very useful to > me...... > Gupta, Matrix Multiplication through SAS datastep can be done - only we need imagination. Let us take a very general situation of two matrices with sizes 2 by 3 and 3 by 3 to yield a product matrix of 2 by 3. Dataset ONE has 2 rows and 3 columns and TWO has 3 rows and 3 columns. data one; input a b c; cards; 1 0 3 2 -1 -2 ; run; data two; input d e f; cards; -2 4 2 1 0 0 -1 1 -1 ; run; The datastep takes one row of ONE and builds up sums of products by cycling through all rows of TWO using relevant elements. The cycling of TWO requires the use of POINT option in SET statement. data mult; array prod[*] p1 p2 p3; set one; array k[*] a b c; *** Vars of dataset ONE; i = 0; do row = 1 to n; *** Loop through all rows of TWO; set two nobs = n point = row; array m[*] d e f; *** Vars of dataset TWO; i + 1; do j = 1 to dim(m); prod[j] = sum(prod[j], k[i] * m[j]); end; end; output; call missing(of prod[*]); keep p:; run; It will far easy to do this or any complicated matrix operations by the use of user- definable Function Compiler facility in SAS 9. Here goes. proc fcmp; array X[2,3]/nosymbols; array Y[3,3]/nosymbols; array result[2,3]; rc = read_array('one',X); rc = read_array('two',Y); call mult(X, Y, result); rc = write_array('mult', result); quit; Enough temporary array space is declared to save the datasets. ONE goes to array X and TWO goes to Y. READ_ARRAY() translates the datasets to arrays and similarly WRITE_ARRAY() does the reverse into MULT from RESULT array. Call mult() is a SAS built-in matrix multiplication function. The output of RESULT : Obs result1 result2 result3 1 -5 7 -1 2 -3 6 6 Do you find this useful? Kind regards. Muthia Kachirayan
From: Arthur Tabachneck on 10 Oct 2009 11:12 Gupta, And, if you license it, there is SAS/IML. See, e.g., http://www.google.ca/url? sa=t&source=web&ct=res&cd=2&ved=0CA0QFjAB&url=http%3A%2F%2Fsupport.sas.com%2 Fdocumentation%2Fonlinedoc%2F91pdf%2Fsasdoc_91%2Fiml_ug_7306.pdf&ei=fqLQSobe JYqOlQfMh9WSAw&usg=AFQjCNFSU6CB- 9QxhcGq_40DC6sTahPclw&sig2=Fm8EENnC03qKJddjf2vDXg or, in short form: http://xrl.us/bfrf9q HTH, Art -------- On Sat, 10 Oct 2009 10:55:03 -0400, Muthia Kachirayan <muthia.kachirayan(a)GMAIL.COM> wrote: >On Fri, Oct 9, 2009 at 2:15 AM, gupt <pvsgupta(a)gmail.com> wrote: > >> Hi, >> I am having one doubt can we do matrix multiplication by using sas. I >> think we have to follow arrays concept. suppose I am having the data >> sets like the following. >> >> data set name: first >> column names : A B >> >> A B >> 1 2 >> 3 4 >> >> another data set name : second >> column names : C D >> >> C D >> 4 5 >> 6 7 >> >> I want to get the output like the following >> data set name : Mulitiply_first_second >> column names : E F >> E F >> 16 19 >> 36 43 >> >> In the final data set i need to get the matrix mulitplication......... >> If anybody help me to get the above code it will be very useful to >> me...... >> > >Gupta, > >Matrix Multiplication through SAS datastep can be done - only we need >imagination. Let us take a very general situation of two matrices with >sizes 2 by 3 and 3 by 3 to yield a product matrix of 2 by 3. Dataset ONE has >2 rows and 3 columns and TWO has 3 rows and 3 columns. > >data one; >input a b c; >cards; >1 0 3 >2 -1 -2 >; >run; >data two; >input d e f; >cards; >-2 4 2 > 1 0 0 >-1 1 -1 >; >run; > >The datastep takes one row of ONE and builds up sums of products by cycling >through all rows of TWO using relevant elements. The cycling of TWO requires >the use of POINT option in SET statement. > >data mult; >array prod[*] p1 p2 p3; >set one; >array k[*] a b c; *** Vars of dataset ONE; >i = 0; >do row = 1 to n; *** Loop through all rows of TWO; > set two nobs = n point = row; > array m[*] d e f; *** Vars of dataset TWO; > i + 1; > do j = 1 to dim(m); > prod[j] = sum(prod[j], k[i] * m[j]); > end; >end; >output; >call missing(of prod[*]); >keep p:; >run; > >It will far easy to do this or any complicated matrix operations by the use >of user- definable Function Compiler facility in SAS 9. Here goes. > >proc fcmp; > array X[2,3]/nosymbols; > array Y[3,3]/nosymbols; > array result[2,3]; > rc = read_array('one',X); > rc = read_array('two',Y); > call mult(X, Y, result); > rc = write_array('mult', result); >quit; > >Enough temporary array space is declared to save the datasets. ONE goes to >array X and TWO goes to Y. > >READ_ARRAY() translates the datasets to arrays and similarly WRITE_ARRAY() >does the reverse into MULT from RESULT array. > >Call mult() is a SAS built-in matrix multiplication function. > >The output of RESULT : > > Obs result1 result2 result3 > 1 -5 7 -1 > 2 -3 6 6 > >Do you find this useful? > >Kind regards. > >Muthia Kachirayan
From: Ken Borowiak on 10 Oct 2009 13:43 For matrix operations without IML, how about loading a JAVA package ( http://math.nist.gov/javanumerics/jama/ ) and using the JAVA object in a DATA step. /* Sample Code */ ?* OK, I dont how to do this .... ping Richard D., as he is the only person I know who knows how to use that thing ; pax, Ken Borowiak -----Original Message----- From: Arthur Tabachneck <art297(a)NETSCAPE.NET> To: SAS-L(a)LISTSERV.UGA.EDU Sent: Sat, Oct 10, 2009 11:12 am Subject: Re: matrix mulitplication................... Gupta, And, if you license it, there is SAS/IML. See, e.g., http://www.google.ca/url? sa=t&source=web&ct=res&cd=2&ved=0CA0QFjAB&url=http%3A%2F%2Fsupport.sas.com%2 Fdocumentation%2Fonlinedoc%2F91pdf%2Fsasdoc_91%2Fiml_ug_7306.pdf&ei=fqLQSobe JYqOlQfMh9WSAw&usg=AFQjCNFSU6CB- 9QxhcGq_40DC6sTahPclw&sig2=Fm8EENnC03qKJddjf2vDXg or, in short form: http://xrl.us/bfrf9q HTH, Art -------- On Sat, 10 Oct 2009 10:55:03 -0400, Muthia Kachirayan <muthia.kachirayan(a)GMAIL.COM> wrote: >On Fri, Oct 9, 2009 at 2:15 AM, gupt <pvsgupta(a)gmail.com> wrote: > >> Hi, >> I am having one doubt can we do matrix multiplication by using sas. I >> think we have to follow arrays concept. suppose I am having the data >> sets like the following. >> >> data set name: first >> column names : A B >> >> A B >> 1 2 >> 3 4 >> >> another data set name : second >> column names : C D >> >> C D >> 4 5 >> 6 7 >> >> I want to get the output like the following >> data set name : Mulitiply_first_second >> column names : E F >> E F >> 16 19 >> 36 43 >> >> In the final data set i need to get the matrix mulitplication......... >> If anybody help me to get the above code it will be very useful to >> me...... >> > >Gupta, > >Matrix Multiplication through SAS datastep can be done - only we need >imagination. Let us take a very general situation of two matrices with >sizes 2 by 3 and 3 by 3 to yield a product matrix of 2 by 3. Dataset ONE has >2 rows and 3 columns and TWO has 3 rows and 3 columns. > >data one; >input a b c; >cards; >1 0 3 >2 -1 -2 >; >run; >data two; >input d e f; >cards; >-2 4 2 > 1 0 0 >-1 1 -1 >; >run; > >The datastep takes one row of ONE and builds up sums of products by cycling >through all rows of TWO using relevant elements. The cycling of TWO requires >the use of POINT option in SET statement. > >data mult; >array prod[*] p1 p2 p3; >set one; >array k[*] a b c; *** Vars of dataset ONE; >i = 0; >do row = 1 to n; *** Loop through all rows of TWO; > set two nobs = n point = row; > array m[*] d e f; *** Vars of dataset TWO; > i + 1; > do j = 1 to dim(m); > prod[j] = sum(prod[j], k[i] * m[j]); > end; >end; >output; >call missing(of prod[*]); >keep p:; >run; > >It will far easy to do this or any complicated matrix operations by the use >of user- definable Function Compiler facility in SAS 9. Here goes. > >proc fcmp; > array X[2,3]/nosymbols; > array Y[3,3]/nosymbols; > array result[2,3]; > rc = read_array('one',X); > rc = read_array('two',Y); > call mult(X, Y, result); > rc = write_array('mult', result); >quit; > >Enough temporary array space is declared to save the datasets. ONE goes to >array X and TWO goes to Y. > >READ_ARRAY() translates the datasets to arrays and similarly WRITE_ARRAY() >does the reverse into MULT from RESULT array. > >Call mult() is a SAS built-in matrix multiplication function. > >The output of RESULT : > > Obs result1 result2 result3 > 1 -5 7 -1 > 2 -3 6 6 > >Do you find this useful? > >Kind regards. > >Muthia Kachirayan
From: Philip Rack on 10 Oct 2009 18:50
This is an ideal application for R. I'm no expert on R but I'm starting to believe that R can replace a lot of SAS/IML functionality. I wrote a Bridge to R for both SAS and WPS and you can find it on the MineQuest website at: http://www.minequest.com/BridgetoR.html Here's some code that demonstrates using R and how to perform scalar and matrix multiplication. Using your sample data, the code you would use is below. I tried to comment the code as much as reasonably possible. I've also put this program inside the samples folder of the zip file for the Bridge to R. *--------------- Matrix Multiplication ------------------; data a; input a b; cards; 1 2 3 4 ; run; data b; input c d; cards; 4 5 6 7 ; run; /* Output the two data sets as CSV files for R */ Proc Export data=a outfile="c:\temp\a.csv" dbms=csv replace; run; Proc Export data=b outfile="c:\temp\b.csv" dbms=csv replace; run; /* Start the Bridge to R */ %Rstart(man,,nographwindow); datalines4; # Read in the csv files created in SAS/WPS a <- read.csv( file="C:\\temp\\a.csv",head=TRUE,sep=",") b <- read.csv( file="C:\\temp\\b.csv",head=TRUE,sep=",") amat = as.matrix(a) # Create matrix amat bmat = as.matrix(b) # Create matrix bmat amat # Print amat bmat # Print bmat # Scalar multiply c <- 3 # assign c the value of 3 c*amat # multiply it out c # Print c # Matrix multiply dmat <- amat %*% bmat # Multiply the matrices dmat # Print dmat # Write matrix dmat to a csv file write.table(dmat, file = "c:\\temp\\foo.csv", sep = ",", col.names = NA, qmethod = "double") ;;;; %Rstop; proc import datafile = "c:\temp\foo.csv" out=mydata dbms=csv replace; getnames=yes; run; *----------------- End Code -------------------; Philip Rack MineQuest, LLC SAS & WPS Consulting and WPS Reseller Tel: (614) 457-3714 Web: www.MineQuest.com Blog: www.MineQuest.com/WordPress -----Original Message----- From: SAS(r) Discussion [mailto:SAS-L(a)LISTSERV.UGA.EDU] On Behalf Of gupt Sent: Friday, October 09, 2009 2:15 AM To: SAS-L(a)LISTSERV.UGA.EDU Subject: matrix mulitplication................... Hi, I am having one doubt can we do matrix multiplication by using sas. I think we have to follow arrays concept. suppose I am having the data sets like the following. data set name: first column names : A B A B 1 2 3 4 another data set name : second column names : C D C D 4 5 6 7 I want to get the output like the following data set name : Mulitiply_first_second column names : E F E F 16 19 36 43 In the final data set i need to get the matrix mulitplication......... If anybody help me to get the above code it will be very useful to me...... |