\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{2mm}
\usepackage{tikz}
\usetikzlibrary{fit,matrix,positioning}


\begin{document}
\begin{preview}
$
  J = 
    \left(
      \begin{array}{*4{c}}
        A_{\lambda_1} &               &        & 0\\
                      & A_{\lambda_2} &        &  \\
                      &               & \ddots &  \\
           0          &               &        & A_{\lambda_k}
      \end{array}
    \right)
$
\end{preview}
\end{document}
