I have a matrix K of dimensions n x n. I want to create a new block diagonal matrix M of dimensions N x N, such that it c
you can use kron
for that.
M = kron(X,Y)
returns the Kronecker tensor product of X and Y. The result is a large array formed by taking all possible products between the elements of X and those of Y. If X is m-by-n and Y is p-by-q, then kron(X,Y) is m*p-by-n*q. So in your case something like this will do:
M = kron(eye(L),K)
with L
the # of blocks.