Hi, I am new to the forum. I work on control engineering and want to calculate the second order Frechet derivative of f(X)=P(I-XP)^(-1) with respect to X, X and P being positive semidefinite matrices. I tried to compute the first order one, which is -P(I-XP)^(-1)K(I-XP)^(-1), but have no idea on how to calculate the second order one... Thanks for help.