From an example on StackExchange.
\documentclass{article}\usepackage{pgfplotstable}\usepackage{amsmath}\begin{document}\pgfplotstableread[header=has colnames]{matrix.dat}\mytable\pgfplotstabletypeset[begin table=\begin{pmatrix},end table=\end{pmatrix},skip coltypes,write to macro=\mymatrix,typeset=false]{\mytable}$\mymatrix$\end{document}
An example using a hidden data file. Use the optional button below to see the data.