\documentclass{article}
\usepackage{xepersian}
\settextfont{XB Zar}
\setlatintextfont{Linux Libertine}
\setdigitfont{XB Zar}
\begin{document}
$$
\left[\begin{array}{cccccc}
\lambda_1&1&\ldots&0&&\\
0&\lambda_1&\ddots&\vdots&&\\
\vdots&&\ddots&1&&\\
0&&\ldots&\lambda_1&&\\
&&&&&
\end{array}\right]  
$$
$\rbrace$
\end{document}