title: Matrix of different shaped matrices Python
body: <p>I'm trying to solve a linear system of equation via numpy.linal.solve with python.
  The equation would look like this : <strong>Ax=b</strong>.</p>
  <p>In my case A should be a matrix of different matrices <strong>[[W,U.T],[U,0]]</strong>,
  where W is a 150x150 numpy array, U.T is a 150x11 numpy array and U therefore a 11x150 numpy array. <br />
  The result b should be a vector looking like this : <strong>[0,y]</strong>,
  where y is a 1x11 vector.</p>
  <p>My porblem is that I don't know how to concatenate the matrices of matrix A.
  I already tried to use concatenate or the stack operator of the numpy class. But that results in an 161x161 matrix A and I need a 2x2 matrix.
  Therefore I gues I have to deal with every matrix as one entry but I don't know how to do that, cause of the different shapes.</p>
  <p>I hope someone can help me. I'm really stuck here.</p>