how to stop a for loop

Use break and continue to do this. Breaking nested loops can be done in Python using the following:

for a in range(...):
   for b in range(..):
      if some condition:
         # break the inner loop
         break
   else:
      # will be called if the previous loop did not end with a `break` 
      continue
   # but here we end up right after breaking the inner loop, so we can
   # simply break the outer loop as well
   break

Another way is to wrap everything in a function and use return to escape from the loop.

There are several ways to do it:

The simple Way: a sentinel variable

n = L[0][0]
m = len(A)
found = False
for i in range(m):
   if found:
      break
   for j in range(m):
     if L[i][j] != n: 
       found = True
       break

Pros: easy to understand Cons: additional conditional statement for every loop

The hacky Way: raising an exception

n = L[0][0]
m = len(A)

try:
  for x in range(3):
    for z in range(3):
     if L[i][j] != n: 
       raise StopIteration
except StopIteration:
   pass

Pros: very straightforward Cons: you use Exception outside of their semantic

The clean Way: make a function

def is_different_value(l, elem, size):
  for x in range(size):
    for z in range(size):
     if l[i][j] != elem: 
       return True
  return False
   
if is_different_value(L, L[0][0], len(A)):
  print "Doh"

pros: much cleaner and still efficient cons: yet feels like C

The pythonic way: use iteration as it should be

def is_different_value(iterable):
  first = iterable[0][0]
  for l in iterable:
    for elem in l:
       if elem != first: 
          return True
  return False
   
if is_different_value(L):
  print "Doh"

pros: still clean and efficient cons: you reinvdent the wheel

The guru way: use any():

def is_different_value(iterable):
  first = iterable[0][0]
  return any(cell != first for col in iterable for cell in col)

if is_different_value(L):
  print "Doh"

pros: you'll feel empowered with dark powers cons: people that will read you code may start to dislike you

Try to simply use break statement.

Also you can use the following code as an example:

a = [[0,1,0], [1,0,0], [1,1,1]]
b = [[0,0,0], [0,0,0], [0,0,0]]

def check_matr(matr, expVal):    
    for row in matr:
        if len(set(row)) > 1 or set(row).pop() != expVal:
            print 'Wrong'
            break# or return
        else:
            print 'ok'
    else:
        print 'empty'
check_matr(a, 0)
check_matr(b, 0)