这里使用DataTable和MultipleBinding的解决方案，在xaml中将三个数组传递给IMultivaluesConverter：

<Grid>
   <DataGrid>
        <DataGrid.ItemsSource>
            <MultiBinding Converter="{StaticResource MatrixToDataViewConverter}">
                <Binding Path="ColumnHeaders"/>
                <Binding Path="RowHeaders"/>
                <Binding Path="Values"/>
            </MultiBinding>
        </DataGrid.ItemsSource>
    </DataGrid>
</Grid>

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然后在转换器中管理这些数组以创建将绑定到Grid ItemSource的DataView：

public class MatrixToDataViewConverter:IMultiValueConverter
{            
    public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture)
    {
        var myDataTable = new DataTable();
        var colums = values[0] as string[];
        var rows = values[1] as string[];
        var vals = values[2] as string[][];
        myDataTable.Columns.Add("---");    //The blanc corner column
        foreach (var value in colums)
        {
            myDataTable.Columns.Add(value);
        }
        int index = 0;

        foreach (string row in rows)
        {
            var tmp = new string[1 + vals[index].Count()];                
            vals[index].CopyTo(tmp, 1);
            tmp[0] = row;
            myDataTable.Rows.Add(tmp);
            index++;
        }     
        return myDataTable.DefaultView;
    }

    public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture)
    {
        throw new NotImplementedException();
    }
}

型
输出：