st: Mata question: putting matrices along the diagonal

[<mjbaker@hunter.cuny.edu>]

Dear Listers:

I am interested in making one large "diagonal" matrix out of a bunch of matrices in Mata. For example, suppose I have 3 2x2 matrices labeled m1, m2, and m3. I want to construct the matrix M, where M is something like:
M=
(m1[1,1],m1[1,2],     0,        0,           0, 0               \ 
 m1[2,1],m1[2,2],     0,        0,           0, 0               \
      0    ,   0,       m2[1,1],m2[1,2],     0, 0               \
      0    ,   0,       m2[2,1],m2[2,2],     0,  0              \
      0    ,   0,             0,        0,      m3[1,1],m3[1,2] \
      0    ,   0,             0,        0,      m3[2,1],m3[2,2] )

That is, I seek to place each of the individual matrices along the diagonal, zeros elsewhere. In my problem, both the number of matrices and the dimensions of each matrix may be rather large.

Thanks in advance!

Matt Baker 
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