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

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?

[Matt J]

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.

Answer 1

[Matt J]

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

http://www.mathworks.com/matlabcentral/fileexchange/29832-n-dimensional-sparse-arrays