Differentiation with respect to matrix I have matrices $W$ and $X$ of dimensions $h\times d$ and $d\times1$ respectively. I want to calculate the partial derivative of $WX$ with respect to $W$. Will that be $X$?
 A: Let's write your function using index notation
$$y_i = W_{ij} x_j$$
Before we begin, we need the gradient of a matrix with respect to itself
$$\frac{\partial W_{ij}}{\partial W_{km}} = \delta_{ik}\,\delta_{jm}$$
Now we can find the differential and then the gradient of your function 
$$\eqalign{
dy_i &= dW_{ij} x_j \cr
\frac{\partial y_i}{\partial W_{km}}
  &= \delta_{ik}\,\delta_{jm}\,x_j = \delta_{ik}\,x_m \cr
}$$
Note that the result is a 3rd order tensor.
A: The definition of "partial derivative of [...] with respect to a matrix" is unclear to me. What is clearly defined is the notion of directional derivative.
Let $X \in \mathbb{R}^d$ and $f \, : \, \mathrm{Mat}\big( (h,d), \mathbb{R} \big) \, \rightarrow \, \mathbb{R}^h$ such that: 
$$\forall W \in \mathrm{Mat}\big( (h,d), \mathbb{R} \big), \; f(W) = WX.$$
By definition, the directional derivative of $f$ at point $W \in \mathrm{Mat}\big( (h,d), \mathbb{R} \big)$ in the direction of the vector $V \in \mathrm{Mat}\big( (h,d), \mathbb{R} \big)$ is defined by:
$$ \lim \limits_{t \to 0} \frac{ f(W + tV) - f(W) }{t}. $$
The value of this limit is usually denoted by $\mathrm{D}_{W} f \cdot V$ or $df(W)(V)$ or even $(\partial f / \partial W)(V)$. Therefore, we could say that:
$$ \frac{\partial f}{\partial W}(V) = VX. $$
