Is there a way to create a dynamic Matrix where the storage is a vector of pointers to array? The idea is that I already have a number of arrays of Scalar that I want to compose into a matrix to perform linear regression (e.g. to compute the PACF ) I see how to use the Map utility to make a Matrix using and existing array of the form

Scalar buf[rows][cols]

but I really want something like

Scalar * buf[cols]

In other words I specify a number of equal-size column vectors from memory,

Thanks

there is nothing like that in eigen, so you could write you own expression doing what you wanna do. It's not much lines of code.

On the other hand, since you are doing linear regression, the cost of an additional copy of your data to a dense matrix would be negligible.