The index being assigned to in your code is based on the loop variable (kk). If you assign to index 23, you will have a matrix with dimension at least 23, though it may be mostly empty.
By adding a second variable tracking your matrix index, you can reduce this dimension:
U = [];
index = 1
for kk = 1:3:10000
U(:,:,index) = fu2;
index = index + 1;
end
In this example code, I simulate your discontinuous kk by adding 3 each time instead of 1. The result is that U has dimension 3334 instead of 10000.
