SAS just released an updated documentation to SAS/IML language with a special chapter devoted to using R

Here is an example-

CALL EXPORTMATRIXTOR( IMLMatrix, RMatrix ) ;

CALL IMPORTMATRIXFROMR( IMLMatrix, RExpr ) ;

If you have existing SAS licences and existing hardware and loots of data -this may be the best of both worlds- without getting into the mess of technically learning MKL threads/BLAS/Premium Packages/Cloud

Another thought- its a good professional looking help book, which is what more R packages can do (work on improving ease of their help/update vignettes)

Link-http://support.sas.com/documentation/cdl/en/imlug/63541/HTML/default/viewer.htm#r_toc.htm