Last time, we discussed [here] Jacobi’s formula expresses the differential of the determinant of a matrix A in terms of the adjugate of A and the differential of A. The formula is
.
A more useful formula is the following
.
Let us firstly reprove the Jacobi formula. Assuming is the cofactor matrix with respect to
. It then holds
Therefore,
Now the fact that
will help us to conclude
Let us now consider the following second derivative
To this purpose, it is well-known that , then
In other words,
This and the fact that give us
where is given by
provided . Thus
We also have the following useful identity