Matrices and column vectors are declared in the constants, parameters and variables sections of a model. Declaration of matrices and column vectors is equal to to the declaration of scalars, the size however has to be specified explicitly. For example:
real A[3,3], B[3,3];
integer C[2,2] = [1,3;5,7];
real K = [1;2;3;4];
Matrices and Vectors can only be of the datatype real or integer.