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Let \\((b_n)_{n\\in\\mathbb N}\\) be a normalized basis for \\(X\\), and let \\(b_n^*\\in X^*\\) be the \\(n\\)th coordinate functional. For an operator \\(T\\) on \\(X\\), we say that \\(T\\) has large diagonal if \\(\\inf_{n\\in\\mathbb N}|\\langle Tb_n, b_n^*\\rangle|>0\\); \\(T\\) is diagonal if \\(\\langle Tb_m, b_n^*\\rangle= 0\\) whenever \\(m, n \\in \\mathbb N\\) are distinct; the identity operator \\(I_X\\) on \\(X\\) factors through \\(T\\) if there are operators \\(R\\) and \\(S\\) on \\(X\\) such that \\(S\\circ I_X=T\\circ R\\).  In the case when the basis \\((b_n)_{n\\in\\mathbb N}\\) is unconditional, the diagonal operators on \\(X\\) correspond precisely to the elements of \\(\\ell^\\infty(\\mathbb N)\\). This observation naturally leads to the question: Can the identity operator on \\(X\\) be factored through each operator on \\(X\\) with large diagonal? This question is known to have a positive answer in many classical Banach spaces.  In the paper under review, the authors establish two results. Precisely, they show that there exists a Banach space with an unconditional basis for which the answer to the question above is negative. This result relies heavily on the deep work of \\textit{W. T. Gowers} [Bull. Lond. Math. Soc. 26, No. 6, 523--530 (1994; Zbl 0838.46011)] and \\textit{W. T. Gowers} and \\textit{B. Maurey} [Math. Ann. 307, No. 4, 543--568 (1997; Zbl 0876.46006)]. On the other hand, they prove that the question above has a positive answer for the mixed-norm Hardy space \\(H^p(H^q)\\), where \\(1 \\leq p, q < \\infty\\), with the bi-parameter Haar system as its unconditional 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