I want to write a matrix like the one in the picture

Question

I need to write a matrix like this.

I don't know how to add those letters outer of matrix. I tried ```

\begin{equation*}
\begin{split}
%% letters
%% matrix body
\end{split}
\end{equation*}

to format multiple line formula but failed. I have no idea how to do this. Thank you in advance!