In this paper we define a variant of Roe algebras for spaces with cylindrical ends and use this to study questions regarding existence and classification of metrics of positive scalar curvature on such manifolds which are collared on the cylindrical end. We discuss how our constructions are related to relative higher index theory as developed by Chang, Weinberger, and Yu and use this relationship to define higher rho-invariants for positive scalar curvature metrics on manifolds with boundary. This paves the way for classification of these metrics. Finally, we use the machinery developed here to give a concise proof of a result of Schick and the author, which relates the relative higher index with indices defined in the presence of positive scalar curvature on the boundary.