eigen/doc/snippets/Tutorial_commainit_02.cpp

int rows=5, cols=5;
MatrixXf m(rows,cols);
m << (Matrix3f() << 1, 2, 3, 4, 5, 6, 7, 8, 9).finished(),
     MatrixXf::Zero(3,cols-3),
     MatrixXf::Zero(rows-3,3),
     MatrixXf::Identity(rows-3,cols-3);
cout << m;