Blue has no dimensions, it is beyond dimensions, whereas the other colours are not. They are pre-psychological expanses, red, for example, presupposing a site radiating heat... All colours arouse specific associative ideas, psychologically material or tangible, while blue suggests at most the sea and sky, and they, after all, are in actual, visible nature what is most abstract.

Quote from Klein's lecture at the Sorbonne in 1959; published in Studio International, Vol. 186 (1973), p. 43; also quoted in: David Batchelor (2008) Colour. p. 122