I have a data set which consists of an ID and a matrix (n x n) of data related to that ID.
Both the column names (A,B,C,D) and the Row names (1,2,3) are also importa
If you want a truly relational solution:
Matrix
------
id
Matrix_Cell
-----------
matrix_id
row
col
value
But constraints to make sure you had valid data would be hideous.
I would consider a matrix as a single value as far as the DB is concerned and store it as csv:
Matrix
------
id
cols
data
Which is somewhat lighter than XML.