Hi,
use gROOT->ProcessLine(), see http://root.cern.ch/root/html/TROOT#TROOT:ProcessLine. Remember to also declare your variables at that level (i.e. via ProcessLine). You can pass variables from the outer (calling) level to the ProcessLine level using
TMatrix a(...);
gROOT->ProcessLine(Form("TMatrix* pa=0x%x;", &a)); // bring "a" to sub interpreter by passing its address
gROOT->ProcessLine("if (pa) pa->Print();");
Axel.