Expanding on Mico's answer above, if you do NOT want to use the stmaryrd package, you can define a new command:
\newcommand{\bbrack}[1]{{
\mathchoice
{\left\lbrack\!\!\left\lbrack #1 \right\rbrack\!\!\right\rbrack} % display style
{\left\lbrack\!\left\lbrack #1 \right\rbrack\!\right\rbrack} % text style
{} % script style
{} % scriptscript style
}
}
to handle arbitrary length scalars, vectors, and matrices. This has the added benefit of looking like \llbracket and \rrbracket.

\documentclass{article}
\usepackage{amsmath}
\newcommand{\bbrack}[1]{{
\mathchoice
{\left\lbrack!!\left\lbrack #1 \right\rbrack!!\right\rbrack} % display style
{\left\lbrack!\left\lbrack #1 \right\rbrack!\right\rbrack} % text style
{} % script style
{} % scriptscript style
}
}
\begin{document}
Inline style: $\bbrack{\mathcal{K}, \mathcal{M}}$
With inline small matrix: $\bbrack{ \begin{smallmatrix} M \ 1 \end{smallmatrix}}$
Finally, normal display style would look like,
\begin{equation}
\bbrack{
\begin{matrix}
0 & D & 0 & 0 & M & 0 & 0 & 0\
M & 0 & 0 & 0 & M & 0 & 0 & 0 \
0 & 0 & 1 & 0 & M & 0 & 0 & 0\
0 & 0 & 1 & 0 & M & 0 & 0 & 0\
0 & 0 & 1 & 0 & M & 0 & 0 & 0\
0 & 0 & 1 & \varphi & M & 0 & 0 & 0\
0 & 0 & 1 & 0 & M & 0 & \ddots & \vdots \
0 & 0 & 1 & 0 & M & 0 & \dots & 0\
\end{matrix}
}
\end{equation}
\end{document}