How to select multiple rows filled with constants?

Selecting constants without referring to a table is perfectly legal in an SQL statement:

SELECT 1, 2, 3

The result set that the latter returns is a single row containing the values. I was wondering if there is a way to select multiple rows at once using a constant expression, something kind of:

SELECT ((1, 2, 3), (4, 5, 6), (7, 8, 9))

I would want something like the above that works and returns a result set with 3 rows and 3 columns.

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