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Linearity of differentiation
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===Constant coefficient=== Let <math>f</math> be a function. Let <math>a \in \mathbb{R}</math>; <math>a</math> will be the constant coefficient. Let <math>j</math> be a function, where j is defined only where <math>f</math> is defined. (In other words, the domain of <math>j</math> is equal to the domain of <math>f</math>.) Let <math>x</math> be in the domain of <math>j</math>. Let <math>j(x) = af(x)</math>. We want to prove that <math> j^{\prime}(x) = af^{\prime}(x)</math>. By definition, we can see that: <math display="block">\begin{align} j^{\prime}(x) &= \lim_{h \rightarrow 0} \frac{j(x + h) - j(x)}{h} \\ &= \lim_{h \rightarrow 0} \frac{af(x + h) - af(x)}{h} \\ &= \lim_{h \rightarrow 0} a\frac{f(x + h) - f(x)}{h} \\ \end{align}</math> Now, in order to use a limit law for constant coefficients to show that <math display="block"> \lim_{h \rightarrow 0} a\frac{f(x + h) - f(x)}{h} = a\lim_{h \rightarrow 0} \frac{f(x + h) - f(x)}{h} </math> we need to show that <math display="inline">\lim_{h \rightarrow 0} \frac{f(x + h) - f(x)}{h}</math> exists. However, <math display="inline">f^{\prime}(x) = \lim_{h \rightarrow 0} \frac{f(x + h) - f(x)}{h}</math>, by the definition of the derivative. So, if <math>f^{\prime}(x)</math> exists, then <math display="inline">\lim_{h \rightarrow 0} \frac{f(x + h) - f(x)}{h}</math> exists. Thus, if we assume that <math>f^{\prime}(x)</math> exists, we can use the limit law and continue our proof. <math display="block">\begin{align} j^{\prime}(x) &= \lim_{h \rightarrow 0} a\frac{f(x + h) - f(x)}{h} \\ &= a\lim_{h \rightarrow 0} \frac{f(x + h) - f(x)}{h} \\ &= af^{\prime}(x) \\ \end{align}</math> Thus, we have proven that when <math>j(x) = af(x)</math>, we have <math>j^{\prime}(x) = af^{\prime}(x)</math>.
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