So I am working on a code that requires me to construct a large Matrix M using smaller 'square' matrices J AND M of sizes n x n each, repeated such that:
This is what the matrix should look like!
i.e with the dimensions of M such that M is repeated 'L' times along the diagonal, J' is repeated along the upper second diagonal and J on the lower second diagonal.
Note that I am working on Julia v 1.0.0 and as far as I understand there are no direct ways of assigning Block Matrices in Julia, unlike Mathematica.
I tried to use Kronecker products to solve my problem:
????=Diagonal(ones(L)) #IDENTITY matrix of L x L size
????=kron(????,M)
Doing so, I can make a Block diagonal matrix M with small matrix M repeated along its diagonal. But now how do I place matrices J and J' along its second diagonals as required?