What area of mathematics would handle matrix differentiation?
∂/∂x( x A T + (A xT + (xT A−1 x)(xT y))
Ts are the transposes and -1 are the inverses.
I understand partial differentiation wrt a variable.
I understand the matrix algebra of multiplying x by the transpose of a matrix.
I found some matrix identities but they don't help me understand why. Just need a place to start.
Thanks for any help.
That's a good book, but...
Right, but what I need is to find out what rules apply to that differentiation.