Probably need more information to answer this well.
If you are doing set operations, see JSL Set Operations for a way to do this with associative arrays:
// this would be a little more natural using lists
// or associative arrays, but it is easy to make an
// associative array set from a matrix:
largevect = [20, 30, 40, 50, 10];
subset = [20, 50];
aaBigSet = Associative Array( largevect );
aaSmallSet = Associative Array( subset );
// remove the small set from the big set
aaBigSet << Remove( aaSmallSet );
// getkeys returns a list, make a matrix
result = Matrix( aaBigSet << getkeys );
// the original order is lost, but the set is correct
show(result); // [10, 30, 40];
It is unclear in your example if subset is a list of values, or the indexes to values. If it is the indexes, and you could generate the set of indexes to keep instead of the set to remove, then it is as simple as
largevect = [20, 30, 40, 50, 10];
keepers = [1,3,4];
desired result = largevect[ keepers ];
show(desiredResult); // [20, 40, 50];
Craige