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G. Samko}, \\textit{A. A. Kilbas} and \\textit{O. I. Marichev}: ``Fractional integrals and derivatives. Theory and applications'' (Russian, 1987; Zbl 0617.26004; English translation, 1993; Zbl 0818.26003). The present paper is the attempt to develop an analogy of the fractional calculus in the framework of the matrix calculus. Using the decomposition of the square semisimple matrix \\(M\\) in the form \\(M= \\sum_j(\\lambda_jP_j+ N_j)\\), where \\(\\lambda_j\\) are the eigenvalues and \\(P_j\\) and \\(N_j\\) are the corresponding projection and nilpotent matrices, the authors define the derivative of matrix order \\(D^M\\) as \\(D^M= \\sum_j P_jD^{\\lambda_j}(e^{N_j\\ln D})\\). 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