(Reuters) - Minnesota Governor Mark Dayton will undergo surgery early next month for prostate cancer, he said in a statement Tuesday.  Staff for Dayton, 70, said last week he was weighing treatment options after saying he had cancer in late January. A day before he announced the diagnosis, Dayton collapsed while delivering his state-of-the-state address in St. Paul, but later said he did not think the fainting episode was related to his illness. Dayton will have surgery to remove his prostate on March 2, he said in the statement. The operation will be done at the Mayo Clinic in Rochester, Minnesota. Dayton said he will need to spend one night in the hospital. The cancer has not spread beyond his prostate, Dayton said.    Dayton, a Democrat, served six years as a U.S. senator from Minnesota before he was elected to his first term as governor in 2010. His current term runs until early 2018. 