Ultimately you can't have a matrix of the segments since they are potentially of different lengths - you could have a cell array of them though. Something like this:
A=[ 3 6 4 5 6 NaN 8 9 10 NaN NaN NaN 13 14 5 6 0 1 NaN NaN 2 3 NaN NaN NaN 9 1 5 NaN 2 8 NaN]
nanLoc=isnan(A);
partial=[];
vecCount=1;
iter=1;
vectors={};
while iter<=numel(A)
if (nanLoc(iter)==1)
if ~isempty(partial)
vectors{vecCount} = partial;
vecCount=vecCount+1
end
partial=[];
else
partial=[partial A(iter)];
end
iter=iter+1;
end
Running it gives
vectors =
1×6 cell array
{[3 6 4 5 6]} {[8 9 10]} {[13 14 5 6 0 1]} {[2 3]} {[9 1 5]} {[2 8]}
