Just use glLoadMatrixf(), but remember that OpenGL matrices are column-major, not row-major.

Enigma

But how is the depth buffer value computed in this case?
Usually - as I understood it - it is linearly interpolated between nearPlane and farPlane. What happens if farPlane is infinity?
Doesn''t it give weird artifacts?

The interpolation is not linear. So with a far clipping plane of infinity the depth resolution just gets really lousy pretty fast.

Enigma