Create a Matrix with a specific main diagonal

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Multiple ways possible; one--
>> N=5; % diagonal value
>> sz=3; % size
>> m=ones(sz)+diag(repmat(N-1,1,sz))
m =
5 1 1
1 5 1
1 1 5
>>
doc diag % for details on optional arguments for different resulting types
One very simple solution:
>> X = +~eye(4);
>> X(X==0) = 5
X =
5 1 1 1
1 5 1 1
1 1 5 1
1 1 1 5

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