title: What is the fastest way to load data in Matlab
body: <p>I have a vast quantity of data (>800Mb) that takes an age to load into Matlab mainly because it's split up into tiny files each &lt;20kB.  They are all in a proprietary format which I can read and load into Matlab, its just that it takes so long.</p>
  
  <p>I am thinking of reading the data in and writing it out to some sort of binary file which should make it quicker for subsequent reads (of which there may be many, hence me needing a speed-up). </p>
  
  <p>So, my question is, what would be the best format to write them to disk to make reading them back again as quick as possible?</p>
  
  <p>I guess I have the option of writing using fwrite, or just saving the variables from matlab.  I think I'd prefer the fwrite option so if needed, I could read them from another package/language...</p>