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How can we write the following statement with the matrix form in the LaTeX ? (We wish to represent it in the matrix form)

By $\delta_{ij}(a)$  we mean a n by n matrices 
in $M_n(\mathbb{R})$ which has only one nonzero 
entry $a$ at $i$, th row and j th column.
3

If I understand well, is it something like this you want?

\documentclass{article}
\usepackage{fourier}
\usepackage{amsmath}
\usepackage{blkarray, bigstrut}

\begin{document}

\begin{equation*}
  \begin{blockarray}{rl@{}c@{}r}
    & & \makebox[0pt]{column $j$} \\[-0.5ex]
    & & \,\downarrow \\[-0.5ex]
    \begin{block}{r(l@{}c@{}r)}
    & \makebox[3.1em]{\Large $0$\bigstrut[t]} & \vdots &\makebox[4.2em]{\Large $0$} \\[-0.2ex]
    \text{row }i \to \mkern-9mu & \raisebox{0.5ex}{\makebox[3.2em][l]{\dotfill}} & 1 & \raisebox{0.5ex}{\makebox[4.2em][r]{\dotfill}} \\[-1ex]
    & \makebox[3.1em]{\Large $0$} & \vdots &\makebox[4.2em]{\bigstrut\Large $0$} \\
    \end{block}
  \end{blockarray}
\end{equation*}

\end{document} 

enter image description here

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