Paginate result set from $wpdb->get_results()

Is there an easy way to paginate the result set coming from $wpdb->get_results()?

I want to get a paginated list of a user’s comments on the author_archive page – some of the users of the community have > 500 comments, so pagination is important.

Is there an in-built way of doing this with WordPress, or do I need to build it myself?

[Updated to add code]

<!-- Show comments -->
<?php 
$querystr = "
    SELECT comment_ID, comment_post_ID, post_title, LEFT(comment_content,100) as comment_content, comment_date_gmt
    FROM $wpdb->comments, $wpdb->posts
    WHERE user_id = $thisauthor->ID
    AND comment_post_id = ID
    AND comment_approved = 1
    ORDER BY comment_ID DESC
    LIMIT 100
 ";


$comments_array = $wpdb->get_results($querystr, OBJECT);

if ($comments_array): ?>
    <div id="author-comments-list">
        <h2>Recent Comments </h2>
        <ul>
            <? 
                $odd_even = "odd";
                foreach ($comments_array as $comment):
                    echo "<li class="$odd_even"><a href="". get_bloginfo("url') ."/?p=".$comment->comment_post_ID."/#comment-". $comment->comment_ID ."'>". $comment->post_title ."</a> : ".mysql2date('l jS F, Y, g:ia',$comment->comment_date_gmt);
                    echo "<div class="author-comments-content">".$comment->comment_content."</li>";
                    $odd_even = ($odd_even == "odd" ? "even" : "odd");
               endforeach; ?>
        </ul>
    </div> 
<? endif; ?>

You can use the function paginate_links() for any pagination.

For your specific case:

$total = $wpdb->get_var("
    SELECT COUNT(comment_ID)
    FROM $wpdb->comments
    WHERE user_id = $thisauthor->ID
    AND comment_post_id = ID
    AND comment_approved = 1
");
$comments_per_page = 100;
$page = isset( $_GET['cpage'] ) ? abs( (int) $_GET['cpage'] ) : 1;

echo paginate_links( array(
    'base' => add_query_arg( 'cpage', '%#%' ),
    'format' => '',
    'prev_text' => __('«'),
    'next_text' => __('»'),
    'total' => ceil($total / $comments_per_page),
    'current' => $page
));