I want to construct a n*m matrix, such that: 1- its first element is given by:

c0 = 1 - 4/\[Pi] (1 - 10^-4)*
NIntegrate[
 1/u^2*Sin[u/2]^2/(1 + 10^-7*I*Sqrt[u^2 - 0.006^2]), {u, 
  0, \[Infinity]}];

2- The rest elements of the first row are given by:

f[n_] := 4/\[Pi] (1 - 10^-4)*(-1)^(n + 1)*NIntegrate[
1/(1 + 10^-7*I*Sqrt[u^2 - 0.006^2])*Sin[u/2]^2/(
 u^2 - 4*n^2*\[Pi]^2), {u, 0, \[Infinity]}];

3- Diagonal elements -except first element; say x[[1,1]] that is defined in 1- are given by:

g[m_] := 1 - 8/\[Pi] (1 - 10^-4)*NIntegrate[
 u^2/(1 + 10^-7*I*Sqrt[u^2 - 0.006^2]) Sin[
    u/2]^2/(u^2 - 4*m^2*\[Pi]^2)^2, {u, 0, \[Infinity]}];

4- The rest elements X[[n,m]] are given by:

fnm[n_, m_] := 8/\[Pi] (1 - 10^-4)*(-1)^(n + m + 1)*NIntegrate[
u^2/(1 + 10^-7*I*Sqrt[u^2 - 0.006^2]) Sin[
   u/2]^2/((u^2 - 4*n^2*\[Pi]^2)*(u^2 - 4*m^2*\[Pi]^2)), {u, 
 0, \[Infinity]}];

My question is could you please tell me what is the simplest way with mathematica I can use to construct arbitrary nm X matrix may be 100100 matrix for example.