ENH: overlap parameter in scipy.linalg.block_diag

"Nicolas Vetsch" <[email protected]>
Newsgroups gmane.comp.python.scientific.devel
Message-ID <[email protected]>
Hi everyone,

While working on a particular problem with finite-element matrices for periodic mesh sub-domains, I found it very useful to have a piece of code that allows me to create block-diagonal matrices with some defined overlap, such that consecutive matrices on the diagonal overlap additively. I opened a PR over at https://github.com/scipy/scipy/pull/17884, where I implemented an `overlap` parameter for `scipy.linalg.block_diag`.

I guess for my use-case it makes more sense to have this feature in `scipy.sparse.block_diag` (will add this as well if you are happy with this API change) but I think others may find this useful in linalg.block_diag as well and the default behavior would naturally not be affected in any way with `overlap=0`. From a quick google of "block diagonal matrix with overlap" there seems to be at least some interest in block diagonal matrices with overlap.

What do you think?

Cheers,
Nicolas
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