If I have an array of square matrices of different sizes; e.g.,
3-element Array{Array{Float64,2},1}:
2x2 Array{Float64,2}:
0.539932 0.429322
0.623487 0.0397795
2x2 Array{Float64,2}:
0.35508 0.700551
0.768214 0.954056
3x3 Array{Float64,2}:
0.953354 0.453831 0.991583
0.159975 0.116518 0.355275
0.791447 0.0104295 0.151609
Where the number of elements may be much larger than 3 (e.g., 1000), how do
I construct a block diagonal matrix, where the blocks are the matrices in
the array? For the array above, this would be
7x7 Array{Float64,2}:
0.539932 0.429322 0.0 0.0 0.0 0.0 0.0
0.623487 0.0397795 0.0 0.0 0.0 0.0 0.0
0.0 0.0 0.35508 0.700551 0.0 0.0 0.0
0.0 0.0 0.768214 0.954056 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.953354 0.453831 0.991583
0.0 0.0 0.0 0.0 0.159975 0.116518 0.355275
0.0 0.0 0.0 0.0 0.791447 0.0104295 0.151609
