In MATLAB there is an easy way to define multidimensional arrays e.g.
A(:,:,1) = [1,2,3; 4,5,6];
A(:,:,2) = [7,8,9; 10,11,12];
>> A
 A(:,:,1) =
 1     2     3
 4     5     6
 A(:,:,2) =
 7     8     9
 10    11    12
where the first two indices are respectively, for the rows and columns of the ith matrix (or page, see picture below) stored in A;
 
Does anybody know how can I define the same structure in python?
with NumPy indexing is similar to MATLAB
 import numpy as np
 A=np.empty((2,3,3))
 A.shape
 #(2L, 3L, 3L)
 A[0,1,2] # element at index 0,1,2
 #0.0
 A[0,:,:] # 3x3 slice at index 0
 #array([[ 0.,  0.,  0.],
 #       [ 0.,  0.,  0.],
 #       [ 0.,  0.,  0.]])
 A[1,1,:] # 1-D array of length 3
 #array([ 0.,  0.,  0.]
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