I would like to differentiate y=Ax with respect to the vector x. The result is obviosuly A. Similarly, I would like to be able to calculate the derivative of the quadratic form α=x′Ax. I would need these calculations in a more complex setting.
I started off with sympy as follows
from sympy import *
n=7
A = MatrixSymbol('A', n, n)
x = MatrixSymbol('x', n, 1)
Or is there a different library from sympy available for such a problem?