\documentclass{report} 
\usepackage{amsmath} 
\usepackage{xepersian}
\settextfont{XB Zar}
\begin{document}
\[
A_k=
\begin{bmatrix}
A_{k-1} & \alpha \\ 
\alpha^T & \alpha_{kk} 
\end{bmatrix}
\]
\end{document}