Matrix extension of multidimensional dispersionless integrable hierarchies

We consistently develop a recently proposed scheme of matrix extension of dispersionless integrable systems for the general case of multidimensional hierarchies, concentrating on the case of dimension $d\geqslant 4$. We present extended Lax pairs, Lax-Sato equations, matrix equations on the background of vector fields and the dressing scheme. Reductions, construction of solutions and connections to geometry are discussed. We consider separately a case of Abelian extension, for which the Riemann-Hilbert equations of the dressing scheme are explicitly solvable and give an analogue of Penrose formula in the curved space.