Diagonal Matrix
A Diagonal Matrix is a matrix that has all zeros on the off-diagonals,
and only the diagonal elements (going from top-left to bottom-right)
may contain non-zero elements. Formally:
\[
a_{i,j} = \begin{cases}
\alpha_n & \text{if } i = j \\
0 & \text{if } i \neq j
\end{cases}
\]