I need to construct a matrix of this form:
A1, A2, ..., A_M are given (rectangular) matrices, and the zeros are blocks of appropriate sizes.
How can I do this in Julia, with as less code as possible? Maybe there is a package I can use?
There is the function
SparseArrays.blockdiag which does something close, but only works for sparse arrays. The matrices I have are not sparse.
A generalization of this is to construct block tridiagonal matrices (https://en.wikipedia.org/wiki/Block_matrix#Block_tridiagonal_matrices). But I haven’t found any packages for this.