How can I draw this kind of matrix?

Question

How can I draw this kind of matrix?

Answer 1

Welcome to TeX.SE!

• You should show us, what you try so far, so far this is "do-it-for-me" question.
• As you novice here, let me show one possibilities how to write your matrix. It can serve as starting point:

\documentclass[border=3.141592]{standalone}
\usepackage{nicematrix}
\begin{document}
$\begin{bNiceArray}{{3}{w{c}{1.2em}}|{3}{w{c}{1.2em}}}[first-row,first-col,margin]
        & C_1   &\Cdots & C_m   &       &       &       \
L_1     & \Block{3-3}<\huge>{A} &       &       &

                                \Block{3-3}<\huge>{B}   &&  \
\Vdots  &       &       &       &       &       &       \
L_m     &       &       &       &       &       &       \
    \hline
        & \Block{3-3}<\huge>{C} &       &       &
                                \Block{3-3}<\huge>{D}   &&  \
        &       &       &       &       &       &       \
        &       &       &       &       &       &       \
\end{bNiceArray}$
\end{document}

After (at least) two compilation, you will get:

I suggest you to read nicematrix documentation. It can be find on CTAN site.