  It is well known that the curvature tensor of a pseudo-Riemannian manifold
can be decomposed with respect to the pseudo-orthogonal group into the sum of
the Weyl conformal curvature tensor, the traceless part of the Ricci tensor and
of the scalar curvature. A similar decomposition with respect to the
pseudo-unitary group exists on a pseudo-K\"ahlerian manifold; instead of the
Weyl tensor one obtains the Bochner tensor. In the present paper, the known
decomposition with respect to the pseudo-orthogonal group of the covariant
derivative of the curvature tensor of a pseudo-Riemannian manifold is refined.
A decomposition with respect to the pseudo-unitary group of the covariant
derivative of the curvature tensor for pseudo-K\"ahlerian manifolds is
obtained. This defines natural classes of spaces generalizing locally symmetric
spaces and Einstein spaces. It is shown that the values of the covariant
derivative of the curvature tensor for a non-locally symmetric
pseudo-Riemannian manifold with an irreducible connected holonomy group
different from the pseudo-orthogonal and pseudo-unitary groups belong to an
irreducible module of the holonomy group.
