How do I display truly diagonal matrices? I want to have a diagonal bloc matrix. The solution below has several problems : the diagonal terms aren't really aligned in the first half, and the diagonal dots \ddots
aren't steep enough between the zeros in the second half.
\documentclass{article}
\usepackage{amsmath}
\begin{document}
\[
\mathrm{Mat}(u;\mathcal{B})=
\begin{pmatrix}
I_{n_+}\\&-I_{n_-}\\
&&R_{\theta_1}\\
&&&R_{\theta_2}\\
&&&&\ddots\\
&&&&&R_{\theta_r}\\
&&&&&&0\\
&&&&&&&0\\
&&&&&&&&\ddots\\
&&&&&&&&&0\\
\end{pmatrix}
\]
\end{document}