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?
[[
List comprehensions are just syntactic sugar for adding expressiveness to list initialization; in your case, I would not use them at all, and go for a simple nested loop.
On a completely different level: do you think the n-dimensional array of NumPy could be a better approach?
Although you can use lists to implement multi-dimensional matrices, I think they are not the best tool for that goal.