The DiagonalMatrix(V) command constructs a (block) diagonal Matrix whose diagonal entries, starting from the upper-left corner, are the elements of V.

If V is a Vector or a list of scalar values, then the blocks are  and DiagonalMatrix(V) constructs a diagonal Matrix.

If V is a list  containing any non-scalar value, then the blocks are not necessarily  and DiagonalMatrix(V) builds a Matrix by placing each element, Bj, of V as an expanded block of entries, with each block placed immediately below and to the right of its predecessor. If the elements of V are all square (scalar values or square Matrices), a diagonal or block diagonal Matrix in the usual sense is returned.

By using this command in conjunction with the JordanBlockMatrix command, you can create a Jordan Matrix.