\documentclass{article}
\usepackage{amsmath}

\begin{document}
\newcommand\x{\huge *}
%\newcommand\bigzero{\makebox(0,0){\text{\huge0}}}
\newcommand*{\bord}{\multicolumn{1}{c|}{}}
\begin{equation}
  \left(
    \begin{array}{ccccc}
    \x    & \x       & \x    & \x    & \x \\ 
   \x  & \x       & \x    & \x    & \x \\ \cline{1-1}
        \bord  &  \x   & \x    & \x    & \x \\ \cline{2-2}
          & \bord & \x  & \x    & \x \\ \cline{3-3}
       \parbox[b][10pt][c]{-10pt}{\Huge0}  &          &     \bord  & \x  & \x \\ 
  \end{array}\right)
\end{equation}

\end{document}