How can I create 3D matrix from 2D matrix by diagonal of coulumn variables?

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I have a pr(17859x10957) matrix. I would like to create a 17859x17859x10957 matrix by the diagonal of every column. I tried the following solution:
for j=1:10957
rr(:,:,j)=diag(pr(:,j));
clear rr
end
This solution consumes too much physical memory. Can someone offer me a better solution?
  1 Comment
Matt J
Matt J on 19 May 2015
I don't think you want the "clear rr" command in there. That will erase the hard work done by every pass through the loop. It will also de-allocate rr (I hope you have pre-allocated it before the loop) making the loop run very slowly.

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Answers (1)

Matt J
Matt J on 19 May 2015
Depending on what you plan to do with rr, you could use my ndSparse class to maintain it in sparse form,

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