\documentclass{article}



\begin{document}

\[
  \left( \begin{array}{cccc}
     1 & 0 & \dots & 0 \\
     0 & 1 & \dots & 0 \\
   \vdots & \vdots & \ddots & \vdots\\
     0 & 0 & \dots & 1
  \end{array} \right)  
\]

\end{document}
