If your array A has one or two dimensions, then you can do:
eye(sz...)
which, if sz is of length 2, is equivalent to:
eye(sz[1], sz[2])
This is called “splatting”: http://docs.julialang.org/en/release-0.5/manual/faq/#splits-one-argument-into-many-different-arguments-in-function-calls
edit: @DNF has an even better suggestion below.