Thanks to Rick's new book about SAS/IML, I realized that SAS/IML is far beyond PROC IML, and it added an advanced IML language called IMLPlus that enjoys many new features. With this book, I also start to play with SAS/IML Studio, an IDE exclusively for IMPlus in addition to the SAS enhanced editor we are familiar with.
The author has a blog and keeps posting three times a week. The URL is [...]. Recently I try to translate the codes by Matlab and R into SAS through PROC IML. If there is any hurdle in this porting process, I can always find tips from Risk's resourceful blog. The first three chapters of his book about PROC IML are also good reference.
The enhanced version of PROC IML, IMLPlus, can call SAS's procedures within it. Rick gave a number of illustrations in the 3, 12-14 chapters of his book. This is especially useful for high performance computation.
Data analyst with statistics background tend to use SAS and R simultaneously. The book also talks about how to call R's function in Chapter 11.
I am a DATA Step programmer, and I occasionally use SAS/IML. I had a lot of fun in studying SAS/IML this summer. SAS/IML Studio is a friendly environment to write code. And IMLPlus provides a different perspective to think about SAS programming. Although SAS/IML has a higher learning curve, for those who are willing to learn SAS/IML, the book `Statistical Programming with SAS/IML Software' is classical.