$a\in G={\rm Gl}_n (\mathbb{C}),\ x\in M_n(
\mathbb{C})$ Define a vector field $X(a):=a\cdot x\ \ast$ where multiplication is matrix
multiplication So $$
L_b\ X(a)=bax =X(ba) $$ Hence $X$ is a left invariant vector field
If $e^{tx}$ is an integral curve at $I$, then $ae^{tx}$ is integral
curve at $a$ : $$ \frac{d}{dt} ae^{tx}= L_a X(t)=X(ae^{tx}) $$
Recall the definition of Lie bracket in Lie group :
$$ Ad_a : T_IG\rightarrow T_IG,\ Ad_a (x)= \frac{d}{dt}\bigg|_{t=0} ae^{tx}a^{-1} $$
$$ [y,x](e):=\frac{d}{dt} Ad_{e^{ty}} (x) $$
Note that $$[y,x](e)=yx-xy = \frac{\partial }{\partial t}
\frac{\partial }{\partial s}
e^{ty}e^{sx}e^{-ty}$$
Here
$$ df\ L_a\ [y,x](e):=\frac{\partial }{\partial t}
\frac{\partial }{\partial s}
f(ae^{ty}e^{sx}e^{-ty} )$$
In further recall the definition of $[Y,X](a)$ in Riemannian
manifold : If $\phi$ is flow of $Y$
\begin{align*}
[Y,X](a)&= \frac{d}{dt} d\phi_{-t} X_{\phi_t(a)} \\&=
\frac{\partial}{\partial t}\frac{\partial}{\partial s}
\phi_t(a)e^{sx} e^{-ty} \\&=
\frac{\partial}{\partial t}\frac{\partial}{\partial s}
ae^{ty} e^{sx} e^{-ty} \end{align*}
So we complete the proof