Drawing the following two matrices

Here is a proposal using the nicematrix package. Unfortunately, as far as I could see, their nice dotted lines are not in some styles that can be used by the user for their own annotations, so I had to redo it using a variant of this answer.

\documentclass[12pt,a4paper]{article}
%------------------------------------------------------------
\usepackage{amsmath,amssymb,amsthm}
\usepackage{nicematrix}
\tikzset{Dotted/.style={% https://tex.stackexchange.com/a/52856/194703
    line width=1pt,
    dash pattern=on 0.01\pgflinewidth off #1\pgflinewidth,line cap=round,
    shorten >=0.3em,shorten <=0.3em},
    Dotted/.default=5}
\begin{document}
\[A=
\begin{pNiceArray}{CCCC}[
code-after = {\begin{tikzpicture}
%
\draw[Dotted] (2-2) -- (3-3);
\end{tikzpicture}}]%
I       &0 &\Cdots  &0\\
0 & I      &\Ddots  &\Vdots\\
\Vdots  &\Ddots  &I       &0\\
0 &\Cdots  &0 &I
\end{pNiceArray}
\]
and 
\[B=
\begin{pNiceArray}{CCCC}[
code-after = {\begin{tikzpicture}
%
\draw[Dotted] (3-2) -- (2-3);
\draw[Dotted] (3-1) -- (1-3);
\draw[Dotted] (4-2) -- (2-4);
\end{tikzpicture}}]%
0       &\Cdots  &0 &I\\
\Vdots &       &I  &0\\
0  &I  &       &\Vdots\\
I &0  &\Cdots &0
\end{pNiceArray}
\]
\end{document}

Or a version with parallel dotted lines.

\documentclass[12pt,a4paper]{article}
%------------------------------------------------------------
\usepackage{amsmath,amssymb,amsthm}
\usepackage{nicematrix}
\tikzset{Dotted/.style={% https://tex.stackexchange.com/a/52856/194703
    line width=1pt,
    dash pattern=on 0.01\pgflinewidth off #1\pgflinewidth,line cap=round,
    shorten >=0.3em,shorten <=0.3em},
    Dotted/.default=5}
\begin{document}
\[A=
\begin{pNiceArray}{CCCC}[
code-after = {\begin{tikzpicture}
%
\draw[Dotted] (2-2) -- (3-3);
\end{tikzpicture}}]%
I       &0 &\Cdots  &0\\
0 & I      &\Ddots  &\Vdots\\
\Vdots  &\Ddots  &I       &0\\
0 &\Cdots  &0 &I
\end{pNiceArray}
\]
and 
\[B=
\begin{pNiceArray}{CCCC}[
code-after = {\begin{tikzpicture}
%
\draw[Dotted] (3-2.30) -- (2-3.-150);
\draw[Dotted] (3-1) -- (1-3);
\draw[Dotted] (4-2) -- (2-4);
\end{tikzpicture}}]%
0       &\Cdots  &0 &I\\
\Vdots &       &I  &0\\
0  &I  &       &\Vdots\\
I &0  &\Cdots &0
\end{pNiceArray}
\]
\end{document}

Or without nicematrix.

\documentclass[12pt,a4paper]{article}
%------------------------------------------------------------
\usepackage{amsmath,mathdots}
\begin{document}
\[A=
\begin{pmatrix}
I       &0 &\cdots  &0\\
0 & I \smash{\makebox[0pt][l]{\;\raisebox{-0.8em}{$\ddots$}}}     &\ddots  &\vdots\\
\vdots  &\ddots  &I       &0\\
0 &\cdots  &0 &I
\end{pmatrix}
\]
and 
\[B=
\begin{pmatrix}
0       &\cdots  &0 &I\\
\vdots &  \iddots     &I  &0\\
0  &I\smash{\makebox[0pt][l]{\;\raisebox{0.8em}{$\iddots$}}}  &  \iddots      &\vdots\\
I &0  &\cdots &0
\end{pmatrix}
\]

\end{document}

This is an adaptation of the answer of Schrödinger's cat. In fact, since a recent version of nicematrix (3.13 2020-03-15), it's possible to draw the continuous dotted lines with any line style provided by Tikz.

Remark: Starting with this version 3.13, nicematrix doesn't load tikz any longer. It only loads pgf (because, by default, this new version only uses pgf).

\documentclass[12pt,a4paper]{article}
%------------------------------------------------------------
\usepackage{amsmath,amssymb,amsthm}
\usepackage{nicematrix}

\usepackage{tikz}

\tikzset{Dotted/.style={% https://tex.stackexchange.com/a/52856/194703
    line width=1pt,
    dash pattern=on 0.01\pgflinewidth off #1\pgflinewidth,line cap=round,
    shorten >=0.3em,shorten <=0.3em},
    Dotted/.default=5}


\begin{document}

\begin{gather*}
A=
\begin{pNiceArray}{CCCC}[code-after={\line[line-style = Dotted]{2-2}{3-3}}]
I       & 0      & \Cdots  &0     \\
0       & I      & \Ddots  &\Vdots\\
\Vdots  &\Ddots  & I       &0     \\
0       &\Cdots  & 0       &I
\end{pNiceArray}
\\
B=
\begin{pNiceArray}{CCCC}[
code-after = {
\line[line-style = Dotted]{3-2}{2-3} }
]%
0      & \Cdots  & 0     & I\\
\Vdots & \Iddots[line-style=Dotted] & I     & 0\\
0      & I       & \Iddots[line-style=Dotted] & \Vdots\\
I      & 0       &\Cdots & 0
\end{pNiceArray}
\end{gather*}


\end{document}