Results obtained by matrix operations always a matrix files.
Any matrix file can then be copied back to a data file by a
FILE SAVE MAT <matrix_file> TO <data_file>
operation (inverse for MAT SAVE DATA operation).
Another (and more common) alternative is to let the matrix represent
a linear mapping of existing variables in a data file. Then the
LINCO operation for making linear combinations of variables should
be used.
L = LINCO (for linear combinations of variables)
F = FILE SAVE MAT operation
M = More information on multivariate analysis