A solution using a variant of \tikzmark.
Code
\documentclass[border=5pt]{standalone}
\usepackage{amsmath}
\usepackage{tikz}
\usetikzlibrary{decorations.pathreplacing}
\newcommand\tikzmark[2][]{\tikz[remember picture,baseline=(#1.base)]\node[inner sep=0,outer sep=0](#1){#2};}
\begin{document}
$\displaystyle
\begin{pmatrix}
\tikzmark[1-1]{1} & 1 & \ldots & \tikzmark[1-n]{1} \\[2ex]
& \tikzmark[2-1]{1} & \ldots & 1 & \tikzmark[2-n]{1} \\[2ex]
& & \ddots & \\[2ex]
& & & \tikzmark[n-1]{1} & \ldots & \tikzmark[n-n]{1}
\end{pmatrix}
$
\foreach \i in {1,2,n}
\tikz[remember picture,overlay]\draw[decorate,decoration={brace,amplitude=3pt,mirror}](\i-1.south west)--node[below]{$s$}(\i-n.south east);
\end{document}
Output

Or a full TikZ solution (without using pmatrix)
Code
\documentclass[border=5pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{decorations.pathreplacing,matrix}
\begin{document}
\begin{tikzpicture}[every left delimiter/.style={xshift=1ex},every right delimiter/.style={xshift=-1ex}]
\matrix(m)[matrix of math nodes,
left delimiter=(,
right delimiter=),
row sep=2ex
]{
|[name=1-1]|1 & 1 & \ldots & |[name=1-n]|1 \\
& |[name=2-1]|1 & \ldots & 1 & |[name=2-n]|1 \\
& & \ddots & \\
& & & |[name=n-1]|1 & \ldots & |[name=n-n]|1 \\
};
\foreach \i in {1,2,n}
\draw[decorate,decoration={brace,amplitude=3pt,mirror}](\i-1.south west)--node[below=1pt]{$s$}(\i-n.south east);
\end{tikzpicture}
\end{document}
Output

\tikzmark, add the optiontext depth=3ptshould do the trick:\node[inner sep=0,outer sep=0,text depth=3pt](#1){#2};– Herr K. Nov 21 '13 at 16:12