You mean Hessian Matrix?? That is the matrix constituted by the partial derivatives of a matrix.

Microeconomics uses Hessian Matrix to represent the second order partial derivatives of Walrasian demand function w.r.t p and w, which is called Slutsky Matrix. Also it is widely used in Econometrics.

可以看一下：《高级微观经济理论》，杰弗瑞.A.杰里；菲利普.J.瑞尼

王根蓓 译；朱保华 校