Df(0,a)= \begin{pmatrix}
 e^{\|a\|^2} & 0 & \cdots & 0 & \cdots & 0 \\
 0 & e^{\|a\|^2} & \cdots & 0 & \cdots & 0\\
 \vdots & \vdots & \ddots & \vdots \\
 0 & 0 & \cdots & e^{\|a\|^2 & \cdots & 0}
 \end{pmatrix}