Arrays can contain all types of Matlab variables as elements, but no arrays.
A "matrix of matrices" can be seen as 4D array:
a = zeros(2, 2, 3, 4);
a(:, :, 1, 1) = rand(2, 2);
etc.
Or with a loop:
for i1 = 1:3
for i2 = 1:4
a(:, :, i1, i2) = rand(2, 2);
end
end
