Is it bad practice to define a matrix in which the entries are sets?

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In one of my other questions (which has no answers by the way - I admit it's rather difficult!), I define a matrix in which each entry is a set. Now that I think about it, I wonder if defining a matrix with set entries is bad practice, because it's not like I can use typical linear algebra tools. I haven't seen many people define matrices like that in past. On the other hand, defining it as such helps me understand the problem a little better. The nice thing about a matrix is it has order in two directions, and it's easy to reference a specific entry, which is helpful in the context of my problem.

Should I avoid doing this practice? Would the Math Illuminati frown upon it?

Here's the link to the question I mention: Equilibrium existence proof

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You can certainly define a family of sets indexed by $\{1,\ldots,n\}\times\{1,\ldots,m\}$, and you can write them in a rectangular structure if you have a need to. Nothing at all wrong with this. (And you might well use LaTeX's matrix environments to typeset it).

But it probably wouldn't do much mathematical good to call this family a "matrix", unless you have some use for the idea of matrix multiplication, which is the defining feature that makes a matrix a matrix rather than just a two-dimensional array of things.