def convertToSets(problem):
    """
    Given a two-dimensional list of integers return a new two-dimensional list
    of sets.

    :param list problem: Two-dimensional list of integers
    :return: Two-dimensional list of sets
    :rtype: list
    """

    # A set containing the numbers 1 through 9 will replace any location
    # with the number 0.
    set_1_to_9 = set(range(1, 10))

    return [[set([loc]) if loc != 0 else set_1_to_9 for loc in row]
            for row in problem]