Eleni Anna Branou:
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Thanks Eleni for your quick reaction, but fortunately I found the answer. Tried it for one day, and now, one minute after I posted my question, found the answer myself.
For arrays declared with CMatrixDouble the .Set funktion hast to be used
i.e:
Mas_1[Row].Set(Colum,Value);
But acutally I would like to raise the question, why I could not find appropriate documentation for the AlgLib library. The explanations within the sourcecode of alglib are quite basic, and not helpfull in practice. Whereas the docs on http://www.alglib.net/ are really heavy. But I must admit I'm not a Pro in C++, only worked with Python before.

ALGLIB - C++/C# numerical analysis library
- www.alglib.net
ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (, , ) and several operating systems (Windows and POSIX, including Linux). ALGLIB features include: Data analysis (classification/regression, statistics) Optimization and nonlinear solvers Interpolation and linear/nonlinear...

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I have a problem with setting input values for the AlgLib operation of RMatrixSolve.
Aspecially, I don't know how to fill Input matrix (type CMatrixDouble) with my values.
Hears a part of the code.
Globals:
double Res_1[4];
CMatrixDouble Mas_1(4,4);
const int N=3;
int info_LA;
CDenseSolverReportShell rep_LA;
double x_Sol[];
OnTick()
Res_1[0]=1;
Res_1[1]=1;
Res_1[2]=1;
Mas_1[0][0]=1;
...
Mas_1[2][2]=1;
calc.RMatrixSolve(Mas_1,N,Res_1,info_LA,rep_LA,x_Sol);
It gives me the Error:
'operator[]' - l-value required
'=' - l-value required
Should have something to do, with the Datatype of CMatrixDouble
Would be really glad if somebody could help.