Perhaps if you copy and paste the actual message we could assist you.

You could do exactly the same thing with a dynamically-allocated array.

When I put together an SSCCE I was reminded that generics and arrays are
uneasy bedfellows, so indeed an array of coefficients is better if you are
making an array represent the matrix.  (If you use Lists of Lists that is OK,
too.)  This makes a 3-D array of BigIntegers, in which the first two
dimensions are fixed to the square matrix dimension, and the third is dynamic
depending on the coefficient vector.  (Not Vector.)

  BigInteger [] [] [] matrix;

To initialize, we fix the first two dimensions to a parameter 'dimen' and
leave the third open.

  matrix = new BigInteger [dimen] [dimen] [];

At this point a direct reference to a particular coefficient will throw a NPE:

  mat [0] [0] [0] = BigInteger.ZERO; // NullPointerException

We have to initialize mat [0] [0] to a BigInteger [] first.

This example is a bit long but illustrates the points:

<sscce>
/* PolyMatrix.java */
import java.math.BigInteger;

/** PolyMatrix - square matrix of coefficients. */
public class PolyMatrix
{
    private final BigInteger [] [] [] matrix;

    /** Constructor with dimensionality.
     * @param dimen <code>int</code> dimensionality of square matrix.
     */
    public PolyMatrix( int dimen )
    {
        matrix = new BigInteger [dimen] [dimen] [];
    }
    /** Retrieve the matrix.
     * @return <code>BigInteger [] [] []</code> the matrix.
     */
    public final BigInteger [] [] [] getMatrix()
    {
        return matrix;
    }

    @Override public final String toString()
    {
        StringBuilder sb = new StringBuilder();
        for ( int ax = 0; ax < matrix.length; ++ax )
        {
            sb.append("{\n");
            if ( matrix [ax] == null )
            {
                sb.append( "null " );
            }
            else for ( int bx = 0; bx < matrix [ax].length; ++bx )
            {
                sb.append("\t{ ");
                if ( matrix [ax] [bx] == null )
                {
                    sb.append( "null " );
                }
                else for ( int cx = 0; cx < matrix [ax] [bx].length; ++cx )
                {
                    if ( matrix [ax] [bx] [cx] == null )
                    {
                        sb.append( "null" );
                    }
                    else
                    {
                        sb.append( matrix [ax] [bx] [cx] );
                    }
                    sb.append(", ");
                }
                sb.append("}\n");
            }
            sb.append("}\n");
        }
        return sb.toString();
    }
    /** PolyMatrix main method.
     * @param args <code>String []</code> command line arguments
     */
    public static void main( String [] args )
    {
        System.out.println();

        PolyMatrix poly = new PolyMatrix( 3 );
        BigInteger [] [] [] mat = poly.getMatrix();

        try
        {
            mat [0] [0] [0] = BigInteger.ZERO;
        }
        catch ( NullPointerException exc )
        {
            System.out.println( "Didn't initialize entire matrix" );
            System.out.println();
        }

        mat [0] [0] = new BigInteger [4];
        for ( int ix = 0; ix <  mat [0] [0].length; ++ix )
        {
            mat [0] [0] [ix] = BigInteger.valueOf((long) ix );
        }

        mat [0] [1] = new BigInteger [5];
        for ( int ix = 0; ix <  mat [0] [1].length; ++ix )
        {
            mat [0] [1] [ix] = BigInteger.valueOf( 9L - (long) ix );
        }

        mat [2] [0] = new BigInteger [2];
        for ( int ix = 0; ix <  mat [2] [0].length; ++ix )
        {
            mat [2] [0] [ix] = BigInteger.valueOf( 5L + (long) ix );
        }

        mat [2] [2] = new BigInteger [0];
        for ( int ix = 0; ix <  mat [2] [2] .length; ++ix )
        {
            mat [2] [2] [ix] = BigInteger.valueOf( 7L - (long) ix );
        }

        System.out.println( poly );
    }
}
</sscce>