K (oK), 15 bytes

{(x,x)#1,2_x#0} 

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Adapted from @Zacharý's APL answer.

K (oK), 15 14 bytes

{(x,x)#1,2_&x} 

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Adapted from @Zacharý's APL answer.

• 2_&x generate x-2 copies of zero
• 1, prepend a one
• (x,x) duplicate x
• (...)#... reshape into a x-by-x matrix