Construct with a literal array

Hi. I'm trying to initialise an array in a constructor. I know I can do it like the following:

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double* data;
data = new double[9];
data[0] = 1;
data[1] = 0;
// . . .  


What I would really like to do is something like this:

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double* data;
data = (double*){ 1, 0, 0,
		  0, 1, 0,
		  0, 0, 1 };


But this code gives me an error:
error: expected primary-expression before ‘{’ token


Is there a way to write clean code that is more like the second block of code?
well, i'm not %100 sure but i guess {} are used only for initialization with decleration.
Like;
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double data[9] = { 1, 0, 0,
		  0, 1, 0,
		  0, 0, 1 };

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