block version of diag function

[Francesco Potorti`]

>2) Is there any way to assemble a set of blocks along the diagonals of a
>bigger matrix.

This is easy:

 -- Function File:  blkdiag (A, B, C, ...)
     Build a block diagonal matrix from A, B, C, ....  All the
     arguments must be numeric and are two-dimensional matrices or
     scalars.

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