PS. If you’re working with lots of small (2x2 or 3x3) arrays and they are all the same size, consider an array of StaticArrays instead:
julia> using StaticArrays
julia> zeros(SMatrix{3,3,Float64,9}, 3)
3-element Array{SArray{Tuple{3,3},Float64,2,9},1}:
[0.0 0.0 0.0; 0.0 0.0 0.0; 0.0 0.0 0.0]
[0.0 0.0 0.0; 0.0 0.0 0.0; 0.0 0.0 0.0]
[0.0 0.0 0.0; 0.0 0.0 0.0; 0.0 0.0 0.0]
They are much more efficient to work with than regular arrays for such small sizes.
(Note that neither this nor Vector{Matrix{Float64}}(undef, 3) is an “array of AbstractArray” as your title suggested — they are arrays of specific (“concrete”) AbstractArray subtypes. If you really want an array of AbstractArray, you could do what @fredrikekre suggested but with Vector{AbstractArray}(undef, 3). This has the advantage that the elements can be any type of array, but the disadvantage that it will be much slower to work with since the types aren’t known until runtime.)