filenames = {'file1.mat', 'file2.mat', ...};

data = cell(length(filenames), 1); % cell array to store all vectors

for i = 1:length(filenames)
    var = load(filenames{i});
    data{i} = var; % store single vector into cell array
end
data = cell2mat(data); % combine all small column vectors into one big one
save('combined_vars.mat', data)

x=[];            % start w/ an empty array
for i=1:length(matfile)
x=[x; load(matfile(i).name)];   % read/concatenate into x
end

b=[];
for j=1:length(x)
    b=[b; x(j, 1).variable1];
end
FileName = [matfile(i,1).name(1:end-9),'.mat'];
save(FileName,'matfile','x','b');