You can use a BioMap object to load the information from the BAM file without the BAI file. See instructions here: http://www.mathworks.com/help/bioinfo/ug/storing-and-managing-short-read-sequence-data-in-objects.html
For example if you want to load the data from chromosome 1, you do this:
info = baminfo(bamFilename,'ScanDictionary',true);
bm = BioMap(bamFilename, 'SelectReference', 'ChrI');
Instead of 'ChrI' you can put any of the references that were used for mapping. These are stored here:
info.ScannedDictionary
The BioMap line will also generate a BAI file which you can use in bamread but that usually takes a lot more memory and it is slower.
