How to initialize a multidimensional array in c++?

It is enough to write

double MyArray[][2] = {{0.1,0.8},{0.4,0.6},{0.3,0.9}};
                ^^^

A two-dimensional array is a one-dimensional array elements of which are in turn arrays. When an array is created the size of its elements shall be known.

You can imagine this the following way

typedef double T[2];

//..

T MyArray[] = {{0.1,0.8},{0.4,0.6},{0.3,0.9}};

As for these statements

MyArray[0][0] = 0.1; MyArray[0,1] = 0.8; MyArray[1][0] = 0.4;

then if you would declare the array like this

#include <array>

//...

std::array<double, 2> MyArray[3];

You could write

MyArray[0] = { 0.1, 0.8 };
MyArray[1] = { 0.4, 0.6 };
MyArray[2] = { 0.3, 0.9 };

You need to at least tell the compiler what the inner dimension is:

double MyArray[][2] = {{.1, .8},{.4, .6} /* etc... */ };