Objects that are bigger than others inside a matrix

Here's a solution without TikZ

\documentclass{article}
\usepackage{amssymb,array,arydshln}

\begin{document}
$\renewcommand{\arraystretch}{1.2}
\left(\begin{array}{@{}c;{3pt/1.5pt}c@{}}
  \mathit{GL}(2,\mathbb{R}) & \begin{array}{@{}c@{}}*\\{}*\end{array}\\
  \hdashline[3pt/1.5pt]
  \begin{array}{@{}c@{\hspace{1.5em}}c@{}}0&0\end{array} & *
  \end{array}\right)
$
\end{document}

However I'm usually satisfied with solid lines for partitioned matrices, so

$\renewcommand{\arraystretch}{1.2}
\left(\begin{array}{@{}c|c@{}}
  \mathit{GL}(2,\mathbb{R}) & \begin{array}{@{}c@{}}*\\{}*\end{array}\\
  \hline
  \begin{array}{@{}c@{\hspace{1.5em}}c@{}}0&0\end{array} & *
  \end{array}\right)
$

might be sufficient.

Here's a possible solution using a matrix of math nodes from TikZ:

\documentclass{report}
\usepackage{amsmath}
\usepackage{amssymb}
\usepackage{tikz}
\usetikzlibrary{matrix}

\begin{document}

\begin{tikzpicture}[every left delimiter/.style={xshift=1ex}, every right delimiter/.style={xshift=-1ex}]
\matrix[matrix of math nodes,left delimiter=( , right delimiter=)] (mat)
  {
   \phantom{0} &[0.8cm] \phantom{0} & \ast \\
   \phantom{0} & \phantom{0} & \ast \\[0.3ex]
   0 & 0 & \ast\\
  };
\node[xshift=0.5cm,yshift=-7pt] at (mat-1-1) {$GL(2,\mathbb{R})$};
\draw[dashed,thick] (mat-1-2.north east) -- (mat-3-2.south east) ;
\draw[dashed,thick] (mat-2-1.south west) -- (mat-2-3.south east) ;
\end{tikzpicture}

\end{document}

EDIT: and a more conventional approach, using the multirow and arydshln packages:

\documentclass{report}
\usepackage{amsmath}
\usepackage{amssymb}
\usepackage{multirow}
\usepackage{arydshln}

\begin{document}

\[
\left(
\begin{array}{cc:c}
   \multicolumn{2}{c:}{\multirow{2}{*}{$GL(2,\mathbb{R})$}} & \ast \\
   & & \ast \\ \hdashline
   0 & 0 & \ast \\
\end{array}
\right)
\]

\end{document}