We can prove the entire linearity principle at once, or, we can prove the individual steps (of constant factor and adding) individually. Here, both will be shown.
Proving linearity directly also proves the constant factor rule, the sum rule, and the difference rule as special cases. The sum rule is obtained by setting both constant coefficients to
. The difference rule is obtained by setting the first constant coefficient to
and the second constant coefficient to
. The constant factor rule is obtained by setting either the second constant coefficient or the second function to
. (From a technical standpoint, the domain of the second function must also be considered - one way to avoid issues is setting the second function equal to the first function and the second constant coefficient equal to
. One could also define both the second constant coefficient and the second function to be 0, where the domain of the second function is a superset of the first function, among other possibilities.)
On the contrary, if we first prove the constant factor rule and the sum rule, we can prove linearity and the difference rule. Proving linearity is done by defining the first and second functions as being two other functions being multiplied by constant coefficients. Then, as shown in the derivation from the previous section, we can first use the sum law while differentiation, and then use the constant factor rule, which will reach our conclusion for linearity. In order to prove the difference rule, the second function can be redefined as another function multiplied by the constant coefficient of
. This would, when simplified, give us the difference rule for differentiation.
In the proofs/derivations below,[7][8] the coefficients
are used; they correspond to the coefficients
above.
Linearity (directly)
Let
. Let
be functions. Let
be a function, where
is defined only where
and
are both defined. (In other words, the domain of
is the intersection of the domains of
and
.) Let
be in the domain of
. Let
.
We want to prove that
.
By definition, we can see that

In order to use the limits law for the sum of limits, we need to know that
and
both individually exist. For these smaller limits, we need to know that
and
both individually exist to use the coefficient law for limits. By definition,
and
. So, if we know that
and
both exist, we will know that
and
both individually exist. This allows us to use the coefficient law for limits to write

and

With this, we can go back to apply the limit law for the sum of limits, since we know that
and
both individually exist. From here, we can directly go back to the derivative we were working on.
Finally, we have shown what we claimed in the beginning:
.
Sum
Let
be functions. Let
be a function, where
is defined only where
and
are both defined.
(In other words, the domain of
is the intersection of the domains of
and
.) Let
be in the domain of
. Let
.
We want to prove that
.
By definition, we can see that
In order to use the law for the sum of limits here, we need to show that the individual limits,
and
both exist. By definition,
and
, so the limits exist whenever the derivatives
and
exist. So, assuming that the derivatives exist, we can continue the above derivation

Thus, we have shown what we wanted to show, that:
.
Difference
Let
be functions. Let
be a function, where
is defined only where
and
are both defined. (In other words, the domain of
is the intersection of the domains of
and
.) Let
be in the domain of
. Let
.
We want to prove that
.
By definition, we can see that:

In order to use the law for the difference of limits here, we need to show that the individual limits,
and
both exist. By definition,
and that
, so these limits exist whenever the derivatives
and
exist. So, assuming that the derivatives exist, we can continue the above derivation

Thus, we have shown what we wanted to show, that:
.
Constant coefficient
Let
be a function. Let
;
will be the constant coefficient. Let
be a function, where j is defined only where
is defined. (In other words, the domain of
is equal to the domain of
.) Let
be in the domain of
. Let
.
We want to prove that
.
By definition, we can see that:

Now, in order to use a limit law for constant coefficients to show that
we need to show that
exists.
However,
, by the definition of the derivative. So, if
exists, then
exists.
Thus, if we assume that
exists, we can use the limit law and continue our proof.

Thus, we have proven that when
, we have
.