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Load file partially to avoid buffer overload #435

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@kldjonge

Is it possible to only load the .mat file partially?
When only wanting to extract a few variables it seems that still the whole .mat file is loaded. This results in a buffer overload error when the .mat file gets to big (e.g. when also the protected variables were stored for debugging purposes) which might be avoided when only the necessary data is loaded.

I got the inspiration from the optional 'variable_names' argument in de scipy.io.loadmat class.
https://docs.scipy.org/doc/scipy/reference/generated/scipy.io.loadmat.html

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