Here is one way:
for i = 1:3
A = rand(4);
B = rand(5);
filename = ['file',sprintf('%d',i),'.mat'];
save(filename,'A','B')
end
This will save each of the newly created A and B into files named "file1.mat", etc.
Unless A and B are prohibitively large, perhaps a better way to do this would be to save your matrices into cell arrays, and save the cell array:
for i = 1:3
A{i} = rand(4);
B{i} = rand(5);
end
save('file.mat','A','B')
