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I have problems with finding a definition for the derivation of a matrix function F(X) with $F: \mathbb{R}^{n\times m} \rightarrow \mathbb{R}^{p\times q} $ All I know is the derivation of vector functions.

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    Do you know the concept of total / frechet derivative?2017-02-25
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    $\Bbb R^{n\times m}$ is a vector space of dimension $nm$. $\Bbb R^{p\times q}$ is a vector space of dimension $pq$. $F$ is a vector function. Your derivation of vector functions is the derivative. Everything else is just a matter of how to interpret the result.2017-02-25
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    Take a look at http://math.stackexchange.com/a/2138449/3397902017-02-26

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