I'd like to have a three dimensional array of matrices.   I thought I could 
construct a five dimensional array to have the three dimensional array of 
matrices.  However, not all of the matrices in the array have the same 
dimensions, which seems to mean I can't use a five dimensional array.

What I'd like is this:

A = matrix(1:4,2,2)
B = matrix(1:25,5,5)
C = matrix(1,3,3)
D = matrix(1,4,4)

I'd like to construct an array for which, if I type F[1,1], it returns matrix 
A, type F[1,2] and it returns B, type F[2,1] and it returns C, or type F[2,2] 
and it returns D.

Essentially, I'd like to be able to access them like they were elements of a 
matrix.  Although this example is only a two dimensional array of matrices, I'd 
like it to also work with three dimensions also.

The only thing I thought of to try was to make an array of lists and store the 
matrices inside of an array of lists (where each matrix is stored as a list 
with one item).

Any suggestions?

-Scott

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