Thread Subject: help with blkdiag()

I have a 2D matrix

  1 2 3 4 5
  6 7 8 9 10
 11 12 13 14 15
 16 17 18 19 20

I want to create a diagonal matrix without using loops and using blkdiag()
ie matrix
  1 2 3 4 5 alll zero
  0 0 0 0 0 6 7 8 9 10
  0 0 0 0 0 0 0 0 0 0 11 12 13 14 15
  0 0 0 ... 16 17 18 19 20

I don't want to convert it to cell array (because the matrix is large, conversion is time consuming). blkdiag() only accept ( row vector, row vector...)

Thanks
Tim