The Dlib library has the Dlib::mat() function for wrapping C++ containers into the Dlib matrix object. It also takes a pointer to the data and matrix dimensions as arguments, as illustrated in the following code snippet:

double data[] = {1, 2, 3, 4, 5, 6};
auto m2 = Dlib::mat(data, 2, 3);  // create matrix with size 2x3