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Are there any generalization of chain rule of differentiation to tensors? For example, how can I differentiate f(g(X)) where: $g: Matrix(d_1, d_2) \to Matrix(d_3, d_4)$ and $f: Matrix(d_3, d_4) \to Matrix (d_5, d_6)$.

P.S. I understand how to compute derivative, I want a rule which takes a tensor derivative of f and a tensor derivative of g and combines them in a short step.

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  • $\begingroup$ I presume "$Matrix(d_1,d_2)$" is the set of real $d_1\times d_2$ matrices? Then these are vector spaces, so you can just treat them as vector spaces. $\endgroup$ – Lord Shark the Unknown Jan 19 '18 at 5:34
  • $\begingroup$ @LordSharktheUnknown I understand how to differentiate them. I want an easy way to do this in tensor form. $\endgroup$ – Konstantin Solomatov Jan 19 '18 at 6:03
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Use Leibniz' Rule $$(M_{ij}N_{jk})_{,r}=M_{ij,r}N_{jk}+M_{ij}N_{jk,r}$$ where ${}_{,r}$ means differentiation. One writes $M_{ij}N_{jk}$ (for matrix multiplication) which is used to calculate composition.

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