Return to Answer

Just to add to @ThijsW's answer:

big = 1e5; tic; x = rand(big,1); toc x = zeros(big,1); tic; for ii = 1:big x(ii) = rand; end toc x = []; tic; for ii = 1:big x(end+1) = rand; end; toc x = []; tic; for ii = 1:big x = [x rand]; end; toc Elapsed time is 0.004611 seconds. Elapsed time is 0.016448 seconds. Elapsed time is 0.034107 seconds. Elapsed time is 12.341434 seconds. 

I got these times running in 2012b however when I ran the same code on the same computer in matlab 2010a I get

Elapsed time is 0.003044 seconds. Elapsed time is 0.009947 seconds. Elapsed time is 12.013875 seconds. Elapsed time is 12.165593 seconds. 

So I guess the speed advantage only applies to more recent versions of Matlab

Just to add to @ThijsW's answer, there is a significant speed advantage to the first method over the concatenation method:

big = 1e5; tic; x = rand(big,1); toc x = zeros(big,1); tic; for ii = 1:big x(ii) = rand; end toc x = []; tic; for ii = 1:big x(end+1) = rand; end; toc x = []; tic; for ii = 1:big x = [x rand]; end; toc Elapsed time is 0.004611 seconds. Elapsed time is 0.016448 seconds. Elapsed time is 0.034107 seconds. Elapsed time is 12.341434 seconds. 

I got these times running in 2012b however when I ran the same code on the same computer in matlab 2010a I get

Elapsed time is 0.003044 seconds. Elapsed time is 0.009947 seconds. Elapsed time is 12.013875 seconds. Elapsed time is 12.165593 seconds. 

So I guess the speed advantage only applies to more recent versions of Matlab

Just to add to @ThijsW's answer:

big = 1e5; tic; x = rand(big,1); toc x = zeros(big,1); tic; for ii = 1:big x(ii) = rand; end toc x = []; tic; for ii = 1:big x(end+1) = rand; end; toc x = []; tic; for ii = 1:big x = [x rand]; end; toc Elapsed time is 0.004756 seconds. Elapsed time is 0.017050 seconds. Elapsed time is 0.048165 seconds. Elapsed time is 13.642334 seconds. 

It seems concatenation is significantly slower than writing-past-the-end, so you'll also have to consider that.

Just to add to @ThijsW's answer:

big = 1e5; tic; x = rand(big,1); toc x = zeros(big,1); tic; for ii = 1:big x(ii) = rand; end toc x = []; tic; for ii = 1:big x(end+1) = rand; end; toc x = []; tic; for ii = 1:big x = [x rand]; end; toc  Elapsed time is 0.004611 seconds.  Elapsed time is 0.016448 seconds.  Elapsed time is 0.034107 seconds.  Elapsed time is 12.341434 seconds. 

I got these times running in 2012b however when I ran the same code on the same computer in matlab 2010a I get

Elapsed time is 0.003044 seconds. Elapsed time is 0.009947 seconds. Elapsed time is 12.013875 seconds. Elapsed time is 12.165593 seconds. 

So I guess the speed advantage only applies to more recent versions of Matlab

Just to add to @ThijsW's answer:

x = []; tic; for ii = 1:100000  x(end+1) = 1; end; toc; x = []; tic; for ii = 1:100000  x = [x 1]; end; toc Elapsed time is 0.038783 seconds. Elapsed time is 12.134698 seconds. 

It looks like concatenating is significantly slower which is something to consider.

Just to add to @ThijsW's answer:

big = 1e5; tic; x = rand(big,1); toc x = zeros(big,1); tic; for ii = 1:big x(ii) = rand; end toc x = []; tic; for ii = 1:big x(end+1) = rand; end; toc    x = []; tic; for ii = 1:big x = [x rand]; end; toc Elapsed time is 0.004756 seconds. Elapsed time is 0.017050 seconds. Elapsed time is 0.048165 seconds. Elapsed time is 13.642334 seconds. 

It seems concatenation is significantly slower than writing-past-the-end, so you'll also have to consider that.