If by create you mean typecasting, then no. If by create you mean populate then yes:
mwSize m = 100, n = 10; //Array size
double * yourData = new double[m*n]; //Need to populate with the data you want
mxArray *pa = mxCreateDoubleMatrix(m, n , mxREAL)
double *startPa = mxGetPr(pa);
//In C
memcpy ( startPa, yourData, m*n*sizeof(double) );
//Alternatively
copy ( pa, pa+(m*n), yourData );
delete yourData;
