So numpy has some convenience functions for combining several arrays into one, e.g. hstack and vstack. I'm wondering if there's something similar but for stacking the component arrays diagonally?
Say I have N arrays of shape (n_i, m_i), and I want to combine them into a single array of size (sum_{1,N}n_i, sum_{1,N}m_i) such that the component arrays form blocks on the diagonal of the result array.
And yes, I know how to solve it manually, e.g. with the approach described in How to "embed" a small numpy array into a predefined block of a large numpy array? . Just wondering if there's an easier way.
Ah, How can I transform blocks into a blockdiagonal matrix (NumPy) mentions that scipy.linalg.block_diag() is the solution, except that the version of scipy installed on my workstation is so old it doesn't have it. Any other ideas?