The key highlight is defined previously in the document (documentation of nicematrix).
For the construction you want, consider first the following matrix.
\documentclass{standalone} \usepackage{nicematrix} \begin{document} \(\begin{pNiceArray}{cc|cc} \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} & A^2+B^2 & \frac{a^2+b^2}{2} \\ 0 & \frac{a^2+b^2}{2} & \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} \\ \hline 2A^2+2B^2 & 0 & \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} \\ \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} & 0 & \frac{a^2+b^2}{2} \\ \end{pNiceArray}\) \end{document}
Before drawing frames, you have to add space. For the vertical space, I use some \vskip in \noalign.
\documentclass{standalone} \usepackage{nicematrix} \begin{document} $\begin{pNiceArray}{cc|cc}[margin=2pt] \noalign{\vskip\smallskipamount} \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} & A^2+B^2 & \frac{a^2+b^2}{2} \\ 0 & \frac{a^2+b^2}{2} & \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} \\[4pt] \hline \noalign{\vskip4pt} 2A^2+2B^2 & 0 & \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} \\ \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} & 0 & \frac{a^2+b^2}{2} \\ \noalign{\vskip\smallskipamount} \end{pNiceArray}$ \end{document}
You can now draw the frames with Tikz in the \CodeAfter.
\documentclass{standalone} \usepackage{nicematrix,tikz} \usetikzlibrary{fit} \begin{document} \tikzset{highlight/.style={rectangle, draw=blue, rounded corners = 0.5 mm, inner sep=1pt, fit=#1}} $\begin{pNiceArray}{cc|cc}[margin=2pt] \noalign{\vskip\smallskipamount} \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} & A^2+B^2 & \frac{a^2+b^2}{2} \\ 0 & \frac{a^2+b^2}{2} & \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} \\[4pt] \hline \noalign{\vskip4pt} 2A^2+2B^2 & 0 & \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} \\ \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} & 0 & \frac{a^2+b^2}{2} \\ \noalign{\vskip\smallskipamount} \CodeAfter \begin{tikzpicture} \node [highlight=(1-1)(1-2)(2-1)(2-2)] {} ; \node [highlight=(1-3)(1-4)(2-3)(2-4)] {} ; \node [highlight=(3-1)(3-2)(4-1)(4-2)] {} ; \node [highlight=(3-3)(3-4)(4-3)(4-4)] {} ; \end{tikzpicture} \end{pNiceArray}$ \end{document}
Maybe you want homogeneity for the four blue frames. In that case, you should use the medium nodes (created by nicematrix).
\documentclass{standalone} \usepackage{nicematrix,tikz} \usetikzlibrary{fit} \begin{document} \tikzset{highlight/.style={rectangle, draw=blue, rounded corners = 0.5 mm, inner sep=1pt, fit=#1}} $\begin{pNiceArray}{cc|cc}[margin=2pt,create-medium-nodes] \noalign{\vskip\smallskipamount} \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} & A^2+B^2 & \frac{a^2+b^2}{2} \\ 0 & \frac{a^2+b^2}{2} & \frac{(a^2+b^2)^2}{A^2+B^2} & \frac{2ab}{a+b} \\[4pt] \hline \noalign{\vskip4pt} 2A^2+2B^2 & 0 & \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} \\ \frac{2ab}{a+b} & \frac{(a^2+b^2)^2}{A^2+B^2} & 0 & \frac{a^2+b^2}{2} \\ \noalign{\vskip\smallskipamount} \CodeAfter \begin{tikzpicture}[name suffix = -medium] \node [highlight=(1-1)(1-2)(2-1)(2-2)] {} ; \node [highlight=(1-3)(1-4)(2-3)(2-4)] {} ; \node [highlight=(3-1)(3-2)(4-1)(4-2)] {} ; \node [highlight=(3-3)(3-4)(4-3)(4-4)] {} ; \end{tikzpicture} \end{pNiceArray}$ \end{document}
