直接贴代码吧，使用的MatrixXd 和<<运算符：

int main(int argc, char *argv[])
{

    Eigen::MatrixXd B(2, 2);
    B << 1, 2,
         3, 4;

    Eigen::MatrixXd C(2, 2);
    C << 5, 6,
         7, 8;

    Eigen::MatrixXd D(2, 2);
    D << 9, 10,
         11, 12;

    Eigen::MatrixXd H(2, 2);
    H << 13, 14,
         15, 16;

    // Horizontal concatenation of B and C
    Eigen::MatrixXd upper(B.rows(), B.cols() + C.cols());
    upper << B, C;

    std::cout << "Combined Matrix upper:\n" << upper << std::endl;

    // Horizontal concatenation of D and H
    Eigen::MatrixXd lower(D.rows()+ H.rows(), D.cols());
    lower << D,
             H;

    std::cout << "Combined Matrix lower:\n" << lower << std::endl;

    // Vertical concatenation of upper and lower
    Eigen::MatrixXd A(B.rows() + D.rows(), B.cols() + C.cols());
    A << B, C,
         D, H;

    std::cout << "Combined Matrix A:\n" << A << std::endl;
    return 0;
}

效果如图