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Some random thoughts:
eye is just a special case of diag with a scalar, and has not a simpler interface (because most of time the mold parameter will be coded I think): is it really worth having it?
I propose adding set_diag / get_diag procedures, in order to manipulate arbitrary diagonals (not only the central one) of already existing matrices.
Implementations detail that is not important at this point: what are the performance expectations for these utilities? I'm asking because the use of do concurrent constructs with branches or with merge are likely not well optimized by most of compilers.
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