Creating a single .mat file by combining several .mat files

%% Set up the demonstration.
mydata = "1"; save("mat1.mat", "mydata");
mydata = "2"; save("mat2.mat", "mydata");
mydata = "3"; save("mat3.mat", "mydata");
mydata = "Thew, thew, thew!"; save("matthew.mat", "mydata");
% Note that if your files are really just called "1.mat" etc., this won't work; no
% Matlab variable can have a name that starts with a number.
%% The solution
% List your file names here, without path or extension.
filenames = ["mat1" "mat2" "mat3" "matthew"];
for filename = filenames
  % The command:
  % S = load(filename + ".mat");
  % creates a structure "S" whose fields are the variables in the .mat file.  For
  % you, that's just "mydata", so you would end up with a structure "S.mydata".
  % Instead, lets put it in a sub-structure named after the file name.
  %
  % Add the full path to the load() command if you need to.
  structFromMatFile.(filename) = load(filename + ".mat");
  % Remove your data from the field called "mydata", and put it directly in the
  % field named after the file name.
  structFromMatFile.(filename) = structFromMatFile.(filename).mydata;
end
% The save() function has an option that saves every field in a structure into a
% .mat file, as separate variables named after the field.
save("fresh.mat", "-struct","structFromMatFile")
%% Show that all the data were saved.
clear("variables")
load("fresh.mat")
whos
  Name         Size            Bytes  Class     Attributes

  mat1         1x1               150  string              
  mat2         1x1               150  string              
  mat3         1x1               150  string              
  matthew      1x1               170  string              