The chain rule is a powerful tool in calculus that helps in finding the derivative of composite functions. This rule is adaptable to matrix calculus, facilitating the differentiation of matrix-valued functions.
In the given problem, the chain rule allows us to differentiate \( \mathbf{H}^{3} \). By breaking down the power of the matrix, we use the chain rule to express that the derivative of \( \mathbf{H}^{n} \) involves multiplying the derivative of the matrix \( \mathbf{H} \) by instances of the matrix and its powers:
- Differentiate the outer function, treating the inner matrix as a variable.
- Then multiply this by the derivative of the inner matrix function.
For example, for the cube of a matrix, this involves calculating \( 3 \mathbf{H}^{2} \frac{d \mathbf{H}}{d t} \), ensuring that each term is multiplied appropriately, respecting matrix multiplication rules.