If you are open to loading tikz, you could do
\documentclass[10pt,a4paper]{article}\usepackage[utf8]{inputenc}\usepackage{mathtools}\usepackage{tikz}\usetikzlibrary{tikzmark}\begin{document}\[ J(\widehat{\Phi})(p)= \begin{pmatrix*}[c] \tikzmarknode{tl}{((\widehat{\Phi}(p)_{ij}))_{i,j=1}^r} & \hspace*{9em}& \tikzmarknode{tr}{((\widehat{\Phi}(p)_{ij}))_{i,j=1}^r} \\[4em] \tikzmarknode{bl}{~} & & \tikzmarknode{br}{((\partial_d^{k-1}\widehat{\Phi}(p)_{ij}))_{i,j=1}^r}\end{pmatrix*}\begin{tikzpicture}[overlay,remember picture,Dotted/.style={%https://tex.stackexchange.com/a/101263/194703 line width=#1, line cap=round, dash pattern=on 0pt off 4\pgflinewidth}, Dotted/.default=1.5pt,shorten/.style={shorten >=#1/2,shorten <=#1/2}] \draw[Dotted,shorten=4ex] (tl) -- (tr); \draw[Dotted,shorten=4ex] (tr) -- (br); \draw[Dotted,shorten=5ex] (tl) -- (br) node[pos=0.5,inner sep=0pt,above right] {$((\partial^{\alpha}\partial^{\beta}\widehat{\Phi}(p)_{ij}))_{i,j=1}^r$} ; \node[scale=3,above] at (bl.south west) {$0$};\end{tikzpicture}\]\end{document}
You could also work with nicematrix (which uses TikZ).
\documentclass[10pt,a4paper]{article}\usepackage[utf8]{inputenc}\usepackage{mathtools}\usepackage{nicematrix}\begin{document}\[ J(\widehat{\Phi})(p)= \begin{pNiceMatrix}[name=mymatrix] ((\widehat{\Phi}(p)_{ij}))_{i,j=1}^r & \Cdots \Hspace*{7em}& ((\widehat{\Phi}(p)_{ij}))_{i,j=1}^r\\[2em]&\Ddots & \Vdots \\[2em] ~ & & ((\partial_d^{k-1}\widehat{\Phi}(p)_{ij}))_{i,j=1}^r\\\end{pNiceMatrix}\begin{tikzpicture}[overlay,remember picture] \path (mymatrix-1-1) -- (mymatrix-3-3) node[pos=0.5,above right,inner sep=0pt] {$((\partial^{\alpha}\partial^{\beta}\widehat{\Phi}(p)_{ij}))_{i,j=1}^r$} ; \node[scale=3,above] at (mymatrix-3-1) {$0$};\end{tikzpicture}\]\end{document}