after searching the forum i found these two posts
[url]TMatrix oddity
[url]Array of TMatrix
changing in the above code the access to the matrix elements to
fixes the problem 
I didnt take into account that my array is filled with pointers but not objects…
however I dont understand why the first iteration of the outer loop worked 
and still i wonder wheter there is an easier/more efficient way to place the data into a TMatrix
ps: actually this alone didnt fix my original problem. After putting the *, suddenly the loop crashed in the line
when i removed the line where i copy the values from the array to the matrix it worked again
However i was lucky to find out that the trick mentioned in one of the above codes does the job.
Using
TMatrixD &M = (*A[seg]);
M(t,jentry) = this->signal[seg][t];finally works
maybe compiling the code instead of using the interpreter could prevent me from doing such mistakes / running in such problems but i prefer to have code that runs both ways if possible.