How can I use the MovieLens Dataset in matlab

I want to use the MovieLens dataset for my NMF algorithm for matrix completion.

I have a function which i use to sample data into observed and index of the observed entries.

The problem is, the dataset i download looks weird, it has files like, u.data, u.item, u.ratings. How can i preprocess this to have a single Matrix in oder to use my function below

function [Idx, Omega] = subsampling(data, obs)
  if(nargin < 1 || nargin > 2)
    error('data must be defined');
  end
  if(nargin == 1)
    obs = 0.5; % 50% of observed values (default)
  end
  nae = numel(double(data));
  rp = randperm(nae)';
  k = floor(obs*nae);
  Idx = rp(1:k);
  Omega = zeros(size(data));
  Omega(Idx) = 1;
end