As Bill the Lizard wrote you can use fread to load the data into a vector. I just want to expand a little on his answer.
Reading Data
>> fid=fopen('data.bin','rb') % opens the file for reading
>> A = fread(fid, count, 'int16') % reads _count_ elements and stores them in A.
The commands fopen and fread default to Little-endian[1] encoding for the integers. If your file is Big-endian encoded you will need to change the fread to
>> A = fread(fid, count, 'int16', 'ieee-be');
Also, if you want to read the whole file set
>> count=inf;
and if you want to read the data into matrix with n columns use
>> count=[n inf];
Writing Data
As for witting the data to a file. The command, fwrite, in Bill's answer will write to a binary file. If you want to write the data to a text file you can use dlmwrite
>> dlmwrite('data.csv',A,',');
References
[1] http://en.wikipedia.org/wiki/Endianness
Update
The machine format (IE, ieee-be,
ieee-le, vaxd etc.) of the binary data can be specified in either the
fopen or the fread commands in Matlab. Details of the supported
machine format can be found in
Matlab's documentation of fopen.
Scott French's comment to Bill's
answer
suggests reading the data into an
int16 variable. To do this use
>> A = int16(fread(fid,count,precision,machineFormat));
where count is the size/shape of
the data to be read, precision is
the data format, and machineformat
is the encoding of each byte.
See commands fseek to move around the file. For example,
>> fseek(fid,0,'bof');
will rewind the file to the beginning where bof stands for beginning of file.