allocate and deallocate memory

In your destructor, the

if(this->matrix != NULL)
{

should go before and around the for loop - otherwise you are iterating over the contents of the outer array deleting its members, and then checking if it exists before you delete the outer array.

1. How many constructors does your class have? Your post implies there is only one. If that's correct your constructor should be fine; otherwise check your other constructors to make sure they use the same code (or better, call the same function for the allocation)

2. Do you pass out a pointer to your matrix or matrix rows outside your class? If so, make sure that the callers don't try and delete[] these pointers!

3. What happens when you copy an object of the class type that contains this matrix? If you don't have a copy constructor - and according to 1. you probably don't - then the compiler creates one for you, and that copy constructor will only copy the pointer of your matrix, not create a new copy of the structure on the heap as it should! As a result, when the copy is destructed, the matrix will be released, but the pointer in the original object will not be affected and upon destruction you will again try to delete it which causes a runtime error.

You should provide a copy constructor of your own instead. It needs to do a deep copy of your data so that destructing the object will not affect the matrix object of the original.

Note that a copy constructor may be invoked implicitely without you being aware of it, e. g. when passing an object by value to a function or passing one as a return value. Also, if you store your objects in any of the STL containers they may invoke the copy constructor.

4. See solution 3 regarding your destructor code.

My bets are on 3. ;)

Your allocation/deallocation schema looks fine. Possibly the heap corruption depends on something else.
[update]
I made a test, no problems at all with the posted code.
[/update]

I don't know if this, but I figure out a problem in my code.
In some part of it, I have the next:

this->matrix = new double*[this->row];
this->matrix = NULL;
for(i = 0 ; i < row ; i++)
{
    this->matrix[i]=new double[this->collumn];
    this->matrix[i] = NULL;
}

and at the begin I put the first address equal to NULL, to initialize the array, but inside of for loop, it couldn't create the second dimension, because the address was NULL.
So what i meant was:

this->matrix = new double*[this->row];
*this->matrix = NULL;
for(i = 0 ; i < row ; i++)
{
    this->matrix[i]=new double[this->collumn];
    *this->matrix[i] = NULL;
}