I've found it by myself:

a = Matrix[(0..3).map { Array.new(5) }]

Minkoo Seo wrote:
> What is the best way to create a matrix whose size is m x n?
> The value of m and n may be different, and the values in each cell
> should be zeroed.
> 
> Can anybody help me?
> 
> Sincerely,
> Minkoo Seo