Is the determinant differentiable?

I was wondering, given an $n\times n$ square matrix with $n^2$ many entries, the function $\det:\left(a_1,a_2,\ldots,a_{n^2}\right)\to \textbf{R}$ which gives the determinant where $a_{k}$'s are the entries of the $n\times n$ matrix, is this function (determinant) a differentiable kind? If so, is the derivative continuous? That is, is $d\left(\det\right)$ a continuous function? Furthermore, if so, to what differentiability class does this $\det$ function belong?

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All of the answers so far treat the determinant as a polynomial in the matrix entries $(a_{ij})$. However, just as we can take the derivative of $\vec{y}=f(\vec{x})$ as the vector $\vec{x}$ varies, it would be nice to see someone answer the question from the perspective of $$\frac{d}{dA} det(A).$$ – Travis Bemrose Apr 24 '14 at 1:59
@TravisBemrose I calculated the total (or Fréchet) derivative of the determinant in my updated answer, maybe that's what you're looking for. – Christoph Apr 24 '14 at 7:42

As others have noted, since $A=(a_{ij})_{i,j=1\dots n}$ has determinant $$\det A = \sum_{\sigma\in S_n} \epsilon_\sigma\prod_{k=1}^n a_{k,\sigma(k)}$$ which is a polynomial expression in the $a_{ij}$, the map $\det: \mathbb R^{n\times n}\to\mathbb R$ is infinitely differentiable. The first derivative with respect to $a_{ij}$ is calculated as $$\frac{\partial}{\partial a_{ij}} \det A = (\operatorname{adj} A)_{ji},$$ where $\operatorname{adj} A$ is the adjugate matrix of $A$.

We can also look at the total derivative (or Fréchet derivative) $\mathrm D\det: \mathbb R^{n\times n}\to L(\mathbb R^{n\times n},\mathbb R)$ which assigns to every $A\in\mathbb R^{n\times n}$ the linear map $\mathrm D \det(A) : \mathbb R^{n\times n}\to \mathbb R$ given by $$(\mathrm D\det(A))(B) = \sum_{i,j} \left( \frac{\partial}{\partial a_{ij}} \det A\right) b_{ij}= \sum_{i,j} (\operatorname{adj}A)_{ji}b_{ij} = \operatorname{tr}((\operatorname{adj} A)B).$$

For invertible $A$ we can use $A^{-1}=\frac{1}{\det a}\operatorname{adj}A$ to get the expression $$(\mathrm D\det(A))(B) = \det(A)\operatorname{tr}(A^{-1} B).$$

This allows us to use the chain rule to calculate the derivative of functions like $f(t)=\det(A(t))$ where $A:\mathbb R\to\mathbb R^{n\times n}$ is a differentiable matrix-valued function. By the chain rule, we have \begin{align} f'(t) &= \left(\mathrm Df(t)\right)(1) = \left(\mathrm D(\det\circ A)(t)\right)(1) = \left(\mathrm D \det(A(t)) \circ \mathrm D A(t)\right)(1) \\&= \left(\mathrm D \det(A(t))\right)\left(\mathrm D A(t)(1)\right) = \left(\mathrm D \det(A(t))\right)\left(\frac{\mathrm d A(t)}{\mathrm dt}\right) \\&= \operatorname{tr}\left(\left(\operatorname{adj} A(t)\right)\frac{\mathrm d A(t)}{\mathrm dt}\right). \end{align}

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The determinant is a polynomial on the entries of the matrix. Hence it's differentiable infinitely many times.

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The determinant of a square matrix is a polynomial of its entries so it is infinitely differentiable.

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If you would not know that the determinant is a polynomial in the entries of the matrix you may know that it is, if considered as a function of the columns (or rows) of the matrix, mulitilinear, hence $C^{\infty}$ as a function of the columns. Since the matrices depend smoothly on their entries they also depend smoothly on the columns.

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