I can draw lines to separate sub-matrices, but have no idea to draw
dashed lines.
What I do is like the following
\begin{eqnarray}
\begin{array}{c | c}
\begin{array}{c c}
a & a \\
a & a
\end{array} & \begin{array}{cc}
b & b \\
b & b
\end{array} \\
\cline{1-2}
\begin{array}{c c}
a & a \\
a & a
\end{array} & \begin{array}{cc}
b & b \\
