I think you're looking for the diag function. It creates a matrix that is large enough to contain the values specified. If you combine this with the linspace function you can create the bands.
Working example
clear;
m = 10;
band1 = sparse(diag( ones(m-1,1),1));
band2 = sparse(diag( linspace(1,4,m-2),2) );
band3 = sparse(diag( linspace(3,1,m-3),-3) );
mat = band1 + band2 + band3;
disp( full(mat) );