Using the Eigen library, we can wrap a C++ array into the Eigen::Matrix object with the Eigen::Map type. The wrapped object will behave as a standard Eigen matrix. We have to parametrize the  Eigen::Map type with the type of matrix that has the required behavior. Also, when we create the  Eigen::Map object, it takes as arguments a pointer to the C++ array and matrix dimensions, as illustrated in the following code snippet:

std::vector<double> values;
...
auto x_data = Eigen::Map<Eigen::Matrix<double, Eigen::Dynamic,
                         Eigen::Dynamic, Eigen::RowMajor>>(values.data(), 
                                                           rows_num, 
                                                           columns_num );