Page 457 - Schaum's Outline of Theory and Problems of Signals and Systems

444 REVIEW OF MATRIX THEORY [APP. A

A.8 DIFFERENTIATION AND INTEGRATION OF MATRICES
A. Definitions:

The derivative of an m x n matrix A(t) is defined to be the m x n matrix, each element
of which is the derivative of the corresponding element of A; that is,

Similarly, the integral of an m x n matrix A(t) is defined to be

EXAMPLE A.17 Let

Then

and

B. Differentiation of the Product of Two Matrices:
If the matrices A(t) and B(t) can be differentiated with respect to t, then