How can I create a list of nested lists (no coding)?

What is a matrix in programming terms? Isn’t it a multi dimensional array?

Math.Numerics has a Matrix object, which can be initialised with an multidimensional array.
The difference between an array and a list is, that the array has a fixed size. You can resize it, but its not as intuitive and performant as appending items to a (Linked) List

Matrix< double> A = DenseMatrix.OfArray(new double[,] {
{1,1,1,1},
{1,2,3,4},
{4,3,2,1}});