Best way to construct 2-D Laplacian banded matrix: BandedMatrices, sparse, or BlockBandedMatrices?

Just compile with MKL. Here most the time is in LAPACK.omqr! (or something, basically applying a dense orthogonal matrix)

Though my claims of speed up are more applicable to banded matrix BLAS, where this is all dense BLAS (on the blocks, not the whole matrix, since it treats the blocks as dense).

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