Dear SAS-l, I am trying to do a singular value decomposition of matrix A in IML using eigvec and eigval functions, but I can not reproduce the original matrix A. What is wrong? Does anyone have had the same problem? I know that SVD routine operates well. The code that I am using eigvec function is: proc iml;

reset print;

A={1 2 7 9,

0 4 5 1,

2 6 8 2};

n=nrow(A);

p=ncol(A);

AAL=A*t(A);

ALA=t(A)*A;

U=eigvec(AAL);

V=eigvec(ALA);

L=eigval(AAL);

D=sqrt(diag(L));

U=U[1:3,1:3];

V=V[1:4,1:3];

RR=U*D*t(V);

quit;

TIA

Carlos