This paper is a great intro to SAS IML. (see my other posts with statistical programming applications in social network analysis, text mining, and maximum likelihood estimation here )

Paper 144-2013

Getting Started with the SAS/IML® Language

Rick Wicklin, SAS Institute Inc.

ABSTRACT

*Do you need a statistic that is not computed by any SAS® procedure? Reach for the SAS/IML® language! Many statistics are naturally expressed in terms of matrices and vectors. For these, you need a matrix language. This paper introduces the SAS/IML language to SAS programmers who are familiar with elementary linear algebra. The focus is on statements that create and manipulate matrices, read and write data sets, and control the program flow. The paper demonstrates how to write user-defined functions, interact with other SAS procedures, and recognize efficient programming techniques.*

Link: http://support.sas.com/resources/papers/proceedings13/144-2013.pdf

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