There is no concrete or universally accepted definition. But generally the term Space is used when referring to a collection of something in the universe.
For example, all matrices which have the dimensions of 2×2 would be in one space, and matrices with dimensions of 10×10 would be in another space, since a 2×2 matrix and a 10×10 matrix share different dimensions and makes them unique in that way.
It’s a very general term, and a space is not always used in mathematics.
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