I know you can create easily nested lists in python like this:
[[1,2],[3,4]]
But how to create a 3x3x3 matrix of zeroes?
[[
In case a matrix is actually what you are looking for, consider the numpy package.
http://docs.scipy.org/doc/numpy/reference/generated/numpy.zeros.html#numpy.zeros
This will give you a 3x3x3 array of zeros:
numpy.zeros((3,3,3))
You also benefit from the convenience features of a module built for scientific computing.