I have three same-size square matrices in NumPy. I would like to combine these to a block-diagonal matrix.
Example:
a1 = np.array([[1,1,1],[1,1,1],[1,1,1]])
a2 = np.array([[2,2,2],[2,2,2],[2,2,2]])
a3 = np.array([[3,3,3],[3,3,3],[3,3,3]])
r = np.array([[1,1,1,0,0,0,0,0,0],[1,1,1,0,0,0,0,0,0],[1,1,1,0,0,0,0,0,0],[0,0,0,2,2,2,0,0,0],[0,0,0,2,2,2,0,0,0],[0,0,0,2,2,2,0,0,0],[0,0,0,0,0,0,3,3,3],[0,0,0,0,0,0,3,3,3],[0,0,0,0,0,0,3,3,3]])
What is the best way to do this?