Construct tri or penta diagonal matrix from an exisiting matrix
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Dear all,
I am constructing a random number matrix, for instance A=randn(10,10)
For this matrix, I would like to be able to remove a tridiagonal, pentadiagonal, etc. matrix (i.e. I would like to have some simplicity in extracting this from the original matrix for any size diagonal matrix).
I know that I can get the diagonal terms that I need from the original matrix using diag(A), diag(A,-1) and diag(A,1) (for a tridiagonal), however I am not sure of a "sexy" way to populate a new matrix M with these diagonal elements after that.
Any input is greatly appreciated :)
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