Is there an efficient 'Numpy'-based solution to create a 3 (or higher) dimensional diagonal matrix?
More specifically, I am looking for a shorter (and perhaps more efficient) solution to replace the following:
N = 100
M = 4
d = np.random.randn(N) # calculated in the real use case from other parameters
A = np.zeros(M, M, N, dtype=d.dtype)
for i in range(M):
A[i, i, :] = d
The above-mentioned solution will be slow if M is large, and I think not very memory-efficient as d is copied M times in the memory.