It's a little bit far-fetched to expect to be able to create an arbitrary array directly on the GPU - after all, the only way to read in the numbers you type is via main memory.
However, there are many standard build functions that create default arrays directly on the GPU: https://uk.mathworks.com/help/distcomp/establish-arrays-on-a-gpu.html#bspvmhe-1
For instance, in your case you might go:
lut = ones(40, 1, 'gpuArray');
lut([1 2 5 6]) = 0;
