MatrixD

MatrixD(f, X)

gives the matrix derivative of f with respect to the matrix X.

See

• Wikipedia - Matrix calculus
• Internet Archive - The Matrix Cookbook

Examples

>> $Assumptions={Element(X, Matrices({4,4},Complexes)),Element(A, Matrices({4,4},Complexes)),Element(B, Matrices({4,4},Complexes))}
{X∈Matrices({4,4},Complexes),A∈Matrices({4,4},Complexes),B∈Matrices({4,4},Complexes)}

>> MatrixD(Det(A.X.B), X)
Det(A.X.B)*Inverse(Transpose(X))

Implementation status

• 🧪 - experimental

Github

• Implementation of MatrixD

• Rule definitions of MatrixD