def expectation_sensitivity(T, a):
    r"""Sensitivity of expectation value of observable A=(a_i).

    Parameters
    ----------
    T : (M, M) ndarray
        Transition matrix
    a : (M,) ndarray
        Observable, a[i] is the value of the observable at state i.

    Returns
    -------
    S : (M, M) ndarray
        Sensitivity matrix of the expectation value.

    """
    M = T.shape[0]
    S = numpy.zeros((M, M))
    for i in range(M):
        S += a[i] * stationary_distribution_sensitivity(T, i)
    return S