```
K = kron(A,speye(n,n));
```

but was a little dismayed at the speed. Here's how I get about a 6x speed up:
```
% Compute kron(speye(n,n),A) in a fast way
C = cell(n,1);
[C{:}] = deal(A);
K = blkdiag(C{:});
% Rearrange rows and columns
I = reshape(reshape(1:(size(A,1)*n),size(A,1),n)',size(A,1)*n,1);
J = reshape(reshape(1:(size(A,2)*n),size(A,2),n)',size(A,2)*n,1);
K = K(I,J);
```