How do I create a faster ordered vector without for loop

I discover that this pseudo code within my code makes my program slow probably because of the for loop and the fact that JJ is not pre-allocated. I will appreciate a faster idea.
JJ=[];
for j=0:p
JJ=[JJ; repmat(j,[1+((j+1)-1)*2,1])];
end

 Accepted Answer

X = floor(sqrt(0:(p+1)^2-1))';
This is nearly fifty times faster (p=1000):
Elapsed time is 5.2233 seconds.
Elapsed time is 0.111006 seconds.
As p gets larger it will reach your memory limit very quickly: each magnitude increase in p causes a two-magnitude increase in the number of elements of the output vector.

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