How to initialize two-dimensional arrays in Fortran

In C you can easily initialize an array using the curly braces syntax, if I remember correctly:

int* a = new int[] { 1, 2, 3, 4 };

How can you do the same in Fortran for two-dimensional arrays when you wish to initialize a matrix with specific test values for mathematical purposes? (Without having to doubly index every element on separate statements)

The array is either defined by

real, dimension(3, 3) :: a

or

real, dimension(:), allocatable :: a