Create a Householder matrix in LaTeX

Nest matrix inside array:

\documentclass{article}
\usepackage{amsmath,amssymb}

\newcommand{\RR}{\mathbb{R}}

\begin{document}

\[
M=\left(
  \begin{array}{c | c}
  1 & \begin{matrix} 0 & 0 & 0 & 0 \end{matrix} \\
  \hline
  \begin{matrix} 0 \\ 0 \\ 0 \\ 0 \end{matrix} &
  H_u\in\RR^{4\times 4}
  \end{array}
\right)
\]

\end{document}

\documentclass{article}
\usepackage{amssymb,amsmath,multirow}

\begin{document}

\[
 M = \left(
    \begin{array}{c | c c c c}
      1 & 0 & 0 & 0 & 0 \\ \hline
      0 & \multicolumn{4}{c}{\multirow{4}{*}{$H_{u}\in\mathbb{R}^{4\times4}$}} \\
      0 & \\
      0 & \\
      0 & \\
    \end{array}
    \right)
\]

\end{document}

Use:

\documentclass{article}
\usepackage{amsmath,amssymb}
\usepackage{nicematrix}


\begin{document}

$M=\begin{pNiceArray}{c|cccc}[margin]
1 & 0 & 0 & 0  & 0\\
\hline
0 &   &  &  &\\
0 &   \Block[l]{3-3}<\large>{H_{u}\in\mathbb{R}^{4\times4}}&  &  &\\
0 &  &  &   &\\
0 &  &  &   & 
\end{pNiceArray}$

\end{document}