Chain rule (derivative)

Theorem (3.22)

If URn\mathcal{U}\subset \mathbb{R}^{n} and VRm\mathcal{V}\subset \mathbb{R}^{m} be Open sets and let f:UVf:\mathcal{U}\to \mathcal{V} and g:VRlg:\mathcal{V}\to \mathbb{R}^{l} be maps of Class CrC^{r}. Then the composition gf:URlg\circ f:\mathcal{U}\to \mathbb{R}^{l} is of class CrC^{r}, and its derivative is given by D(gf)(x)=Dg(f(x))Df(x)L(Rn;Rl)\boldsymbol D(g\circ f)(\boldsymbol x)=\boldsymbol Dg(f(\boldsymbol x))\circ \boldsymbol Df(\boldsymbol x)\in \mathscr{L}(\mathbb{R}^{n};\mathbb{R}^{l})