I have a matrix kernel function which I am trying to find the derivative to. Function is K = c \* exp[-1/2 \* (P(X1 - X2))' \* P(X1 -X2)] where uppercase are matrices and lower case are scalars (and ' denotes transpose). I'm trying to find dK/dP. I'm pretty rusty on matrix calculus, can anyone give me a hand here?

Thanks