proc iml;

et=repeat(0,1000000,3);     

mu={0, 0 ,0};
sigma={1 0.3 0.1,
      0.3 1 0.2,
      0.1 0.2 1};
call vnormal(et, mu, sigma, 1000000,1);
create a from et ;
append from et;
quit;
proc corr data=a cov;
var col1-col3;
run;
/*3列的多元随机阵*/