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Matrix Differential Calculus with Applications in Statistics and Econometrics. Third Edition. Jan R. Magnus. Department of Econometrics and OperationsMatrix Calculus. From too much study, APPENDIX D. MATRIX CALCULUS Gradient of vector-valued function g(X) : RK?L>RN on matrix domain is a cubix. A scalar is a matrix with 1 row and 1 column. Essentially, scalars and vectors are special cases of matrices. The derivative of f with respect to x is. ?f. In this Appendix we collect some useful formulas of matrix calculus that often appear in finite element derivations. §D.1 THE DERIVATIVES OF VECTOR