How can I plot a confusion matrix for a multi-class or non-binary classification problem?

I want to make a plot similar to the confusion matrix created in the Classification Learner app. This can make a confusion matrix for a multi-class or non-binary classification problem. In addition, it can plot things such as a True Positive or False Negative rates.
How can I do this?

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Similar to the binary or two-class problem, this can be done using the "plotconfusion" function. By default, this command will also plot the True Positive, False Negative, Positive Predictive, and False Discovery rates in they grey-colored boxes. Please refer to the following example:
targetsVector = [1 2 1 1 3 2]; % True classes
outputsVector = [1 3 1 2 3 1]; % Predicted classes
% Convert this data to a [numClasses x 6] matrix
targets = zeros(3,6);
outputs = zeros(3,6);
targetsIdx = sub2ind(size(targets), targetsVector, 1:6);
outputsIdx = sub2ind(size(outputs), outputsVector, 1:6);
targets(targetsIdx) = 1;
outputs(outputsIdx) = 1;
% Plot the confusion matrix for a 3-class problem
plotconfusion(targets,outputs)
The class labels can be customized by setting that 'XTickLabel' and 'YTickLabel' properties of the axis:
h = gca;
h.XTickLabel = {'Class A','Class B','Class C',''};
h.YTickLabel = {'Class A','Class B','Class C',''};
h.YTickLabelRotation = 90;

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I have updated the above answer to better indicate that the 'TargetsVector' contains the true class labels.
I also included a quick example in the answer showing how to add strings as a name for each class, as I think that is a great easy way to make the plot more easily interpretable

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Implementation code:
Confusion Matrix
function [] = confusion_matrix(T,Y)
M = size(unique(T),2);
N = size(T,2);
targets = zeros(M,N);
outputs = zeros(M,N);
targetsIdx = sub2ind(size(targets), T, 1:N);
outputsIdx = sub2ind(size(outputs), Y, 1:N);
targets(targetsIdx) = 1;
outputs(outputsIdx) = 1;
% Plot the confusion matrix
plotconfusion(targets,outputs)

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