Finding a differential of a matrix function

66 Views Asked by At

Find a differential of the following function:

$$f(X) = a^T X B$$

where $B$ and $X$ are $n \times n$ matrices, and $a \in \mathbb{R}^n$.

We have nothing in our script about it and I wasn't able to figure out anything on the internet so far. I think I got an idea on how to produce a derivative corresponding to a vector, but I do not see where to start to differentiate with respect to a matrix? I have to

  1. Show that $g(X)=a^T X^T X B a$ is zero-negligible.

  2. Find the derivative of $g(x)$ from $1.$.

How could I approach $1.$?