Answer.
diag(2*ones(1, n)) - diag(ones(1, n-1), 1) - diag(ones(1, n-1), -1)
or
2*diag(ones(1, n)) - diag(ones(1, n-1), 1) - diag(ones(1, n-1), -1)
or
2*eye(n) - diag(ones(1, n-1), 1) - diag(ones(1, n-1), -1)
It is important to recognize why
n-1 appears above. The main diagonal has length n but the diagonals next to it are shorter by 1 element, so their length is n-1.

