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Tips:SVD in SAS

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We can conduct SVD (Singular value decomposition) in SAS by using PROC PRINCOMP:

data X; 
     array _X{*} X1-X100;
     do ID=1 to 1E6;
        do j=1 to dim(_X);
           _X[j]=ranuni(124242);
        end;
        output;
     end;
run;
 
proc princomp data=X  noint cov  outstat=X_stat;
     var X1-X100;
run;

Submitted by Liang Xie. Contact me at my Discussion Page.

%SVD_MacroSVD ApplicationCompute SVD and pseudo-inverse in SAS