*------------------------------------------------------------------*
  |  proc iml; reset spaces=3 nolog;                                 |
  |  TEMP = {85 70 90 64,  90 72 78 71,  91 69 95 62,  93 66 93 55,  |
  |          83 66 91 62,  84 65 91 69,  95 76 101 79, 89 77 90 79,  |
  |          78 65 82 62,  80 66 89 64,  87 74 93 65,  81 57 80 57}; |
  |  DAY = {T_hi T_lo Y_hi Y_lo};                                    |
  |  CITY = { 'Albuquerque', 'atlanta', 'Baltimore', 'bismark',      |
  |           'Chicago', 'cincinnati', 'Dallas', 'Miami',            |
  |           'milwauke', 'Omaha', 'Philadelphia', 'portland(Or)'};  |
  |  call SVD(U,LV,Z,TEMP); EVALS=eigval(TEMP`*TEMP);                |
  |  print EVALS[format=12.2];  L=diag(LV);                          |
  |  A1 = U[ ,1]*L[1,1]*Z[ ,1]`;   A2 = U[ ,2]*L[2,2]*Z[ ,2]`;       |
  |  A3 = U[ ,3]*L[3,3]*Z[ ,3]`;   A4 = U[ ,4]*L[4,4]*Z[ ,4]`;       |
  |  DELTA = A2+A3+A4;                                               |
  |  print CITY TEMP [format=3.0] A1 [format=3.0] DELTA [format=3.0];|
  |  run;                                                            |
  *------------------------------------------------------------------*

                                        EVALS
                                    294758.21
                                       483.38
                                       167.01
                                        66.41


      CITY           TEMP               A1               DELTA
      Albuquerque     85  70  90  64    86  68  89  66    -1   2   1  -2
      atlanta         90  72  78  71    86  68  89  66     4   4 -11   5
      Baltimore       91  69  95  62    89  71  92  68     2  -2   3  -6
      bismark         93  66  93  55    86  69  89  66     7  -3   4 -11
      Chicago         83  66  91  62    84  67  87  64    -1  -1   4  -2
      cincinnati      84  65  91  69    86  68  89  66    -2  -3   2   3
      Dallas          95  76 101  79    97  77 101  74    -2  -1   0   5
      Miami           89  77  90  79    92  73  96  70    -3   4  -6   9
      milwauke        78  65  82  62    80  63  83  61    -2   2  -1   1
      Omaha           80  66  89  64    83  66  86  63    -3  -0   3   1
      Philadelphia    87  74  93  65    89  71  92  68    -2   3   1  -3
      portland(Or)    81  57  80  57    77  61  80  59     4  -4   0  -2