Sparse block diagonal concatenation

Sparse version of BLKDIAG()

SPBLKDIAG Block diagonal concatenation of matrix input arguments, with sparse output.

Y = SPBLKDIAG(A,B,...) produces SPARSE(BLKDIAG(A, B, ..)) efficiently, where A, B, ... are matrices of class double (real or complex).

Basically, this is a thin wrapper around MATLAB's own BLKDIAG, since it already supports sparse output. However:

- BLKDIAG does not mention sparse support in its documentation; nor the fact that it is supported, nor how to access the functionality.

- BLKDIAG's name is inconsistent with the function names for any of MATLAB's other sparse functions (SPEYE, SPDIAGS, etc.)

Therefore, until The MathWorks fixes this, this function provides a better documented and more intuitively named alternative to BLKDIAG.