MATLAB: Converting .001 .002 file

.001 .002convert filename

I have a folder of several hundred files with extensions .001 .002 etc How can I rename them such that I retain the detail in the extension but convert them to a more usable file format such as .m file or .txt
So an example of the current filenames:
PUVT0000.000
PUVT0000.001
PUVT0000.002
PUVT0000.003
PUVT0001.002
PUVT0001.004
PUVT0001.005
PUVT0002.004
and what the desired filename:
PUVT0000_000.txt
PUVT0000_001.txt
PUVT0000_002.txt
PUVT0000_003.txt
PUVT0001_002.txt etc.