I am trying to write an OLS regression in C++. I want the user to specify how many observations and variables goes into the X (independent variable matrix). I want to write this as a function outside the int main() function. But everytime I return the array, I get a type error. How do I specify that I want function input_x to return a matrix/array?
 /******************************************************************************   
                                  Online C++ Compiler.    
    *******************************************************************************/
    
    #include <iostream>
    
    using namespace std;
    
    
    int input_x(int num_rows, int num_cols){
        
        
       int mat[num_rows][num_cols];
       int user_input;
           
        for (int i=0; i<num_rows; i++){
            for (int j=0; j<num_cols; j++){
                    cout<<"Enter the value X:";
                    cin>>user_input;
                    mat[i][j]=user_input;
                
            }
        }
    
    
       return mat;
    }
    
    
    
    int main()
    {
        int mat[1000][1000];
        int input;
        int rows;
        int cols;
        
        cout<<"How many row?";
        cin>> rows;
        cout<<"How many columns?";
        cin>> cols;
        
        //Enter the X data
        input_x(rows,cols);
        
        
    
    
        return 0;
    }
 
     
     
     
     
    