title: block diagonal matrix
body: <p>Suppose I have a list <code>Z</code> consisting of many matrices and I want to construct a block diagonal matrix from it.
  ex :</p>
  
  <pre><code>[[1]]
               [,1]        [,2]         [,3]
  [1,] 1.002500e+00 0.001930454 1.388794e-11
  [2,] 1.930454e-03 1.002500000 1.930454e-03
  [3,] 1.388794e-11 0.001930454 1.002500e+00
  
  [[2]]
               [,1]        [,2]         [,3]
  [1,] 1.002500e+00 0.001930454 1.388794e-11
  [2,] 1.930454e-03 1.002500000 1.930454e-03
  [3,] 1.388794e-11 0.001930454 1.002500e+00
  </code></pre>
  
  <p>I want to create a block diagonal matrix , I am currently using </p>
  
  <pre><code>block = bdiag(z)
  </code></pre>
  
  <p>However the <code>bdiag</code> command is slow when the number of matrices in the list is large. What is a fast and easy way to construct a block diagonal matrix from the list?</p>
  
  <p>Note my matrix is also symmetric and every matrix in the list has similar dimensions.</p>