[c++] C++ Matrix Class

You could do it that way. The only difference is you'd need to cast the result from malloc.

Rather, you would use a vector, either as a 1D array with computed indexing or an embedded vector. (The former matches your code better.)

For example:

template <typename T> // often, they are templates
struct matrix
{
    // should probably be hidden away, and the class would
    // provide `at` and `operator()` for access
    int col, row;
    std::vector<T> data;

    matrix(int columns, int rows) :
    col(columns), row(rows), 
    data(col * row)
    {}

}

matrix m(4, 4);
m.data[1 + 1 * 4] = /* ... */;

Or:

template <typename T>
struct matrix
{
    int col, row;
    std::vector<std::vector<T> > data;

    matrix(int columns, int rows) :
    col(columns), row(rows), 
    data(col, std::vector(row))
    {}
}

matrix m(4, 4);
m.data[1][1] = /* ... */;

But these are only examples. You'd want to make a full-fledged class; if you want more advice on that, edit your question and clarify you'd like to know the canonical way of implementing matrix classes.

There are pre-existing matrix classes. My favorite is that from boost, UBLAS.