The tool you need depends on what you are trying to achieve. However, pre-allocated large vectors of pre-allocated large vectors is almost certainly not the right choice.
If the vector size remains fixed you may be creating a matrix-like thing, in which case you are better off using a matrix library such as the excellent Eigen.
If you are doing matrix calculations with large matrices, it is worth considering whether the performance would be better with sparse matrices (in other words is the data sparse).
If you are doing maths with large data arrays you should probably also consider using a GPU library because to can get speed ups of 10x to 100x. I believe Eigen can be made to use the GPU but I have never done so myself.
If you a are building a large table that is not going to be used like a matrix then you may need some other data-structure, perhaps something on-disk and database-like. Please post some more details of what you are trying to do.