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 n*m  X matrix  may be  100*100 matrix for example.