In your loop, you are writing to the single variable "mk" over and over again, overwriting the value from the previous loop. Probably the best way to do this is with a "cell array". Each element of the cell array can itself be an array, which is what you want.
Use
mk{k}=M(l:m,1:end);
inside the loop, where the "k" inside the curly brackets indexes into the cell array. When you are done, your mk variable will have three elements; each will be an array.
(I did not check the rest of your code to see if it is doing what you want.)
