Chain rule

This article is about the chain rule in calculus. For the In integration, the counterpart to the chain rule is the
chain rule in probability theory, see Chain rule (probabil- substitution rule.
ity). For other uses, see Chain rule (disambiguation).
In calculus, the chain rule is a formula for computing the

1 History
The chain rule seems to have rst been used
by Leibniz.
He used it to calculate the derivative of a + bz + cz 2
as the composite of the square root function and the function a+bz +cz 2 . He rst mentioned it in a 1676 memoir
(with a sign error in the calculation). The common notation of chain rule is due to Leibniz.[1] L'Hpital uses the
chain rule implicitly in his Analyse des inniment petits.
The chain rule does not appear in any of Leonhard Euler's analysis books, even though they were written over a
hundred years after Leibnizs discovery.

2 One dimension
2.1 First example
Suppose that a skydiver jumps from an aircraft. Assume
that t seconds after his jump, his height above sea level
in meters is given by g(t) = 4000 4.9t 2 . One model for
derivative of the composition of two or more functions. the atmospheric pressure at a height h is f(h) = 101325
That is, if f and g are functions, then the chain rule ex- e0.0001h . These two equations can be dierentiated and
presses the derivative of their composition f g (the func- combined in various ways to produce the following data:
tion which maps x to f(g(x)) in terms of the derivatives
of f and g and the product of functions as follows:
g(t) = 9.8t is the velocity of the skydiver at time t.
Demonstrates the chain rule with z a function of y which is a
function of x .

f(h) = 10.1325e0.0001h is the rate of change in

atmospheric pressure with respect to height at the
height h and is proportional to the buoyant force on
the skydiver at h meters above sea level. (The true
buoyant force depends on the volume of the skydiver.)

(f g) = (f g) g .
This can be written more explicitly in terms of the variable. Let F = f g, or equivalently, F(x) = f(g(x)) for all
x. Then one can also write

(f g)(t) is the atmospheric pressure the skydiver

experiences t seconds after his jump.

F (x) = f (g(x))g (x).

(f g)(t) is the rate of change in atmospheric pressure with respect to time at t seconds after the skydivers jump and is proportional to the buoyant force
on the skydiver at t seconds after his jump.

The chain rule may be written, in Leibnizs notation, in

the following way. We consider z to be a function of the
variable y, which is itself a function of x (y and z are therefore dependent variables), and so, z becomes a function
of x as well:

The chain rule gives a method for computing (f g)(t)

in terms of f and g. While it is always possible to directly apply the denition of the derivative to compute
the derivative of a composite function, this is usually very

dz dy
dz
=

.
dx
dy dx
1

ONE DIMENSION

dicult. The utility of the chain rule is that it turns a The points where the derivatives are evaluated may also
complicated derivative into several easy derivatives.
be stated explicitly:
The chain rule states that, under appropriate conditions,
(f g) (t) = f (g(t)) g (t).




dy 
dy 
du 
=

.
dx x=c
du u=g(c) dx x=c

In this example, this equals

2.3 Further examples

(
)
2 ) (
(f g) (t) = 10.1325e0.0001(40004.9t ) 9.8t . 2.3.1 Absence of formulas
In the statement of the chain rule, f and g play slightly
dierent roles because f is evaluated at g(t) whereas g
is evaluated at t. This is necessary to make the units work
out correctly. For example, suppose that we want to compute the rate of change in atmospheric pressure ten seconds after the skydiver jumps. This is (f g)(10) and
has units of Pascals per second. The factor g(10) in the
chain rule is the velocity of the skydiver ten seconds after his jump, and it is expressed in meters per second.
f(g(10)) is the change in pressure with respect to height
at the height g(10) and is expressed in Pascals per meter. The product of f(g(10)) and g(10) therefore has the
correct units of Pascals per second. It is not possible to
evaluate f anywhere else. For instance, because the 10 in
the problem represents ten seconds, the expression f(10)
represents the change in pressure at a height of ten seconds, which is nonsense. Similarly, because g(10) = 98
meters per second, the expression f(g(10)) represents
the change in pressure at a height of 98 meters per second, which is also nonsense. However, g(10) is 3020 meters above sea level, the height of the skydiver ten seconds
after his jump. This has the correct units for an input to
f.

2.2

Statement

The simplest form of the chain rule is for real-valued

functions of one real variable. It says that if g is a function that is dierentiable at a point c (i.e. the derivative
g(c) exists) and f is a function that is dierentiable at
g(c), then the composite function f g is dierentiable at
c, and the derivative is[2]
(f g) (c) = f (g(c)) g (c).

It may be possible to apply the chain rule even when there

are no formulas for the functions which are being differentiated. This can happen when the derivatives are
measured directly. Suppose that a car is driving up a tall
mountain. The cars speedometer measures its speed directly. If the grade is known, then the rate of ascent can
be calculated using trigonometry. Suppose that the car is
ascending at 2.5 km/h. Standard models for the Earths
atmosphere imply that the temperature drops about 6.5
C per kilometer ascended (called the lapse rate). To nd
the temperature drop per hour, we apply the chain rule.
Let the function g(t) be the altitude of the car at time t,
and let the function f(h) be the temperature h kilometers
above sea level. f and g are not known exactly: For example, the altitude where the car starts is not known and
the temperature on the mountain is not known. However,
their derivatives are known: f is 6.5 C/km, and g is
2.5 km/h. The chain rule says that the derivative of the
composite function is the product of the derivative of f
and the derivative of g. This is 6.5 C/km 2.5 km/h =
16.25 C/h.
One of the reasons why this computation is possible is because f is a constant function. This is because the above
model is very simple. A more accurate description of
how the temperature near the car varies over time would
require an accurate model of how the temperature varies
at dierent altitudes. This model may not have a constant
derivative. To compute the temperature change in such
a model, it would be necessary to know g and not just
g, because without knowing g it is not possible to know
where to evaluate f.

2.3.2 Composites of more than two functions

The chain rule can be applied to composites of more than

two functions. To take the derivative of a composite of
more than two functions, notice that the composite of f,

g, and h (in that order) is the composite of f with g h.

(f g) = (f g) g .
The chain rule says that to compute the derivative of f g
If y = f(u) and u = g(x), then this abbreviated form is h, it is sucient to compute the derivative of f and the
written in Leibniz notation as:
derivative of g h. The derivative of f can be calculated
directly, and the derivative of g h can be calculated by
applying the chain rule again.
dy du
dy
=

.
For concreteness, consider the function
dx
du dx
The rule is sometimes abbreviated as

2.3

Further examples

3
where fa..a = fa and fa..b (x) = x when b < a . Then
the chain rule takes the form

y = esin x .

This can be decomposed as the composite of three funcn

[
tions:
Df1..n = (Df1 f2..n )(Df2 f3..n ) . . . (Dfn1 fn..n )Dfn =
Dfk
k=1

or, in the Lagrange notation,

y = f (u) = eu ,
u = g(v) = sin v,
v = h(x) = x2 .

f1..n
(x)

f1

(f2..n (x))

f2

(f3..n (x)) . . .

fn1

(fn..n (x))

fn (x)

Their derivatives are:

k=1

2.3.3 Quotient rule

dy
= f (u) = eu ,
du
du
= g (v) = cos v,
dv
dv
= h (x) = 2x.
dx

See also: Quotient rule

The chain rule can be used to derive some well-known

dierentiation rules. For example, the quotient rule is a
consequence of the chain rule and the product rule. To
The chain rule says that the derivative of their composite see this, write the function f(x)/g(x) as the product f(x)
at the point x = a is:
1/g(x). First apply the product rule:
(
)
(
)
(f gh) (a) = f ((gh)(a))(gh) (a) = f ((gh)(a))g (h(a))h
d f (x) (a). d
1
=
f (x)
dx g(x)
dx
g(x)
In Leibniz notation, this is:
(
)
1
d
1

= f (x)
+ f (x)
.
g(x)
dx g(x)



dy
dy 
du 
dv 
To compute the derivative of 1/g(x), notice that it is the
=

,


dx
du u=g(h(a)) dv v=h(a) dx x=a
composite of g with the reciprocal function, that is, the
function
that sends x to 1/x. The derivative of the recipor for short,
rocal function is 1/x2 . By applying the chain rule, the
last expression becomes:
dy du dv
dy
=

.
(
)
dx
du dv dx
1
1
f (x)g(x) f (x)g (x)

f
(x)
+f
(x)

g
(x)
=
,
The derivative function is therefore:
2
g(x)
g(x)
g(x)2
which is the usual formula for the quotient rule.
2
dy
= esin x cos x2 2x.
dx

2.3.4 Derivatives of inverse functions

Another way of computing this derivative is to view the
composite function f g h as the composite of f g and Main article: Inverse functions and dierentiation
h. Applying the chain rule to this situation gives:
Suppose that y = g(x) has an inverse function. Call its
inverse function f so that we have x = f(y). There is a
(f gh) (a) = (f g) (h(a))h (a) = f (g(h(a)))g (h(a))h (a).
formula for the derivative of f in terms of the derivative
This is the same as what was computed above. This of g. To see this, note that f and g satisfy the formula

should be expected because (f g) h = f (g h).

Sometimes it is necessary to dierentiate an arbitrarily
f (g(x)) = x.
long composition of the form f1 f2 . . . fn1 fn .
In this case, dene
Because the functions f(g(x)) and x are equal, their
derivatives must be equal. The derivative of x is the constant function with value 1, and the derivative of f(g(x))
fa..b = fa fa+1 . . . fb1 fb
is determined by the chain rule. Therefore we have:

f (g(x))g (x) = 1.

(f g) (a) = lim

xa

ONE DIMENSION

f (g(x)) f (g(a))
.
xa

To express f as a function of an independent variable y,

we substitute f(y) for x wherever it appears. Then we can Assume for the moment that g(x) does not equal g(a) for
any x near a. Then the previous expression is equal to the
solve for f.
product of two factors:
f (g(f (y)))g (f (y)) = 1
f (y)g (f (y)) = 1
1
f (y) =
.
g (f (y))

lim

xa

f (g(x)) f (g(a)) g(x) g(a)

.
g(x) g(a)
xa

When g oscillates near a, then it might happen that no

For example, consider the function g(x) = ex . It has an matter how close one gets to a, there is always an even
inverse f(y) = ln y. Because g(x) = ex , the above formula closer x such that g(x) equals g(a). For example, this happens for g(x) = x2 sin(1 / x) near the point a = 0. Whenever
says that
this happens, the above expression is undened because it
involves division by zero. To work around this, introduce
a function Q as follows:
1
d
1
ln y = ln y = .
dy
e
y
This formula is true whenever g is dierentiable and its
inverse f is also dierentiable. This formula can fail
when one of these conditions is not true. For example,
consider g(x) = x3 . Its inverse is f(y) = y1/3 , which is not
dierentiable at zero. If we attempt to use the above formula to compute the derivative of f at zero, then we must
evaluate 1/g(f(0)). f(0) = 0 and g(0) = 0, so we must
evaluate 1/0, which is undened. Therefore the formula
fails in this case. This is not surprising because f is not
dierentiable at zero.

{
Q(y) =

f (y)f (g(a))
,
yg(a)

f (g(a)),

y = g(a),
y = g(a).

We will show that the dierence quotient for f g is always equal to:

Q(g(x))

g(x) g(a)
.
xa

Whenever g(x) is not equal to g(a), this is clear because

the factors of g(x) g(a) cancel. When g(x) equals g(a),
then the dierence quotient for f g is zero because
Fa di Brunos formula generalizes the chain rule to f(g(x)) equals f(g(a)), and the above product is zero behigher derivatives. Assuming that y = f(u) and u = g(x), cause it equals f(g(a)) times zero. So the above product
then the rst few derivatives are:
is always equal to the dierence quotient, and to show
that the derivative of f g at a exists and to determine its
value, we need only show that the limit as x goes to a of
dy
dy du
the above product exists and determine its value.
=
dx
du dx
To do this, recall that the limit of a product exists if the
( )2
limits of its factors exist. When this happens, the limit
2
2
2
d y
d y du
dy d u
= 2
+
of the product of these two factors will equal the product
2
2
dx
du
dx
du dx
of the limits of the factors. The two factors are Q(g(x))
( )3
and (g(x) g(a)) / (x a). The latter is the dierence
d3 y du
d2 y du d2 u dy d3 u
d3 y
= 3
+3 2
+
quotient for g at a, and because g is dierentiable at a by
dx3
du
dx
du dx dx2
du dx3
assumption,
(
) as x tends to a exists and equals g(a).
( )4
( )2 2
( 2its)limit
2
d4 y
d4 y du
du d3 u
d u
dy d4 u
d3 y du
d u d2 y
It
remains
to
study
Q(g(x)).
Q
=
+
4
+
3
+
. is dened wherever f is.
+6
dx4
du4 dx
du3 dx
dx2 du2
dx dx3
dx2
du dx4
Furthermore, because f is dierentiable at g(a) by assumption, Q is continuous at g(a). g is continuous at a
because it is dierentiable at a, and therefore Q g is con2.5 Proofs
tinuous at a. So its limit as x goes to a exists and equals
Q(g(a)), which is f(g(a)).
2.5.1 First proof
This shows that the limits of both factors exist and that
One proof of the chain rule begins with the denition of they equal f(g(a)) and g(a), respectively. Therefore the
the derivative:
derivative of f g at a exists and equals f(g(a))g(a).

2.4

Higher derivatives

2.6
2.5.2

Proof via innitesimals

Second proof

Because the above expression is equal to the dierence

f(g(a + h)) f(g(a)), by the denition of the derivative f
Another way of proving the chain rule is to measure g is dierentiable at a and its derivative is f(g(a)) g(a).
the error in the linear approximation determined by the
The role of Q in the rst proof is played by in this proof.
derivative. This proof has the advantage that it generalThey are related by the equation:
izes to several variables. It relies on the following equivalent denition of dierentiability at a point: A function
g is dierentiable at a if there exists a real number g(a)

and a function (h) that tends to zero as h tends to zero, Q(y) = f (g(a)) + (y g(a)).
and furthermore
The need to dene Q at g(a) is analogous to the need to
dene at zero.
g(a + h) g(a) = g (a)h + (h)h.

2.6 Proof via innitesimals

Here the left-hand side represents the true dierence between the value of g at a and at a + h, whereas the right- If y = f (x) and x = g(t) then choosing innitesimal
hand side represents the approximation determined by the t = 0 we compute the corresponding x = g(t +
derivative plus an error term.
t) g(t) and then the corresponding y = f (x +
In the situation of the chain rule, such a function exists x) f (x) , so that
because g is assumed to be dierentiable at a. Again by
assumption, a similar function also exists for f at g(a).
y
y x
Calling this function , we have
=
t
x t
and applying the standard part we obtain
f (g(a) + k) f (g(a)) = f (g(a))k + (k)k.
The above denition imposes no constraints on (0), even
though it is assumed that (k) tends to zero as k tends to
zero. If we set (0) = 0, then is continuous at 0.
Proving the theorem requires studying the dierence
f(g(a + h)) f(g(a)) as h tends to zero. The rst step
is to substitute for g(a + h) using the denition of dierentiability of g at a:

dy
dy dx
=
dt
dx dt
which is the chain rule.

3 Higher dimensions

The simplest generalization of the chain rule to higher dimensions uses the total derivative. The total derivative
f (g(a+h))f (g(a)) = f (g(a)+g (a)h+(h)h)f (g(a)).
is a linear transformation that captures how the function
in all directions. Fix dierentiable functions f
The next step is to use the denition of dierentiability changes
m
:
R

Rk and g : Rn Rm and a point a in Rn . Let

of f at g(a). This requires a term of the form f(g(a) +
Dg
denote
the total derivative of g at a and Dgf denote
k) for some k. In the above equation, the correct k varies
the
total
derivative
of f at g(a). These two derivatives are
with h. Set kh = g(a) h + (h) h and the right hand side
linear
transformations
Rn Rm and Rm Rk , respecbecomes f(g(a) + kh) f(g(a)). Applying the denition
tively,
so
they
can
be
composed.
The chain rule for total
of the derivative gives:
derivatives says that their composite is the total derivative
of f g at a:

f (g(a) + kh ) f (g(a)) = f (g(a))kh + (kh )kh .

To study the behavior of this expression as h tends to zero, Da (f g) = Dg(a) f Da g,
expand kh. After regrouping the terms, the right-hand
or for short,
side becomes:
D(f g) = Df Dg.
f (g(a))g (a)h+[f (g(a))(h)+(kh )g (a)+(kh )(h)]h.
Because (h) and (kh) tend to zero as h tends to zero, the
rst two bracketed terms tend to zero as h tends to zero.
Applying the same theorem on products of limits as in
the rst proof, the third bracketed term also tends zero.

The higher-dimensional chain rule can be proved using a

technique similar to the second proof given above.
Because the total derivative is a linear transformation,
the functions appearing in the formula can be rewritten

3 HIGHER DIMENSIONS

as matrices. The matrix corresponding to a total derivative is called a Jacobian matrix, and the composite of two
m
(y1 , . . . , yk ) (y1 , . . . , yk ) u
derivatives corresponds to the product of their Jacobian
=
.
xi
u
xi
matrices. From this perspective the chain rule therefore
=1
says:
More conceptually, this rule expresses the fact that a
change in the xi direction may change all of g1 through
gk, and any of these changes may aect f.
Jf g (a) = Jf (g(a))Jg (a),
In the special case where k = 1, so that f is a real-valued
function, then this formula simplies even further:
or for short,
y u
y
=
.
xi
u xi
m

Jf g = (Jf g)Jg .

=1

That is, the Jacobian of the composite function is the

This can be rewritten as a dot product. Recalling that u =
product of the Jacobians of the composed functions (eval(g1 , ..., gm), the partial derivative u / xi is also a vector,
uated at the appropriate points).
and the chain rule says that:
The higher-dimensional chain rule is a generalization of
the one-dimensional chain rule. If k, m, and n are 1, so
that f : R R and g : R R, then the Jacobian matrices y = f u .
xi
xi
of f and g are 1 1. Specically, they are:
(
)
Jg (a) = g (a) ,
(
)
Jf (g(a)) = f (g(a)) .

3.1 Example

Given u(x, y) = x2 + 2y where x(r, t) = r sin(t) and y(r,t)

= sin2 (t), determine the value of u / r and u / t using
The Jacobian of f g is the product of these 1 1 ma- the chain rule.
trices, so it is f(g(a))g(a), as expected from the onedimensional chain rule. In the language of linear transformations, Da(g) is the function which scales a vector u
u x u y
=
+
= (2x)(sin(t))+(2)(0) = 2r sin2 (t),
by a factor of g(a) and Dga(f) is the function which r
x r y r
scales a vector by a factor of f(g(a)). The chain rule says
and
that the composite of these two linear transformations is
the linear transformation Da(f g), and therefore it is the
function that scales a vector by f(g(a))g(a).
u
u x u y
=
+
x t
y t
Another way of writing the chain rule is used when f and t
g are expressed in terms of their components as y = f(u)
= (2x)(r cos(t)) + (2)(2 sin(t) cos(t))
= (f 1 (u), ..., fk(u)) and u = g(x) = (g1 (x), ..., gm(x)). In
= (2r sin(t))(r cos(t)) + 4 sin(t) cos(t)
this case, the above rule for Jacobian matrices is usually
= 2(r2 + 2) sin(t) cos(t)
written as:
= (r2 + 2) sin(2t).
(y1 , . . . , yk )
(y1 , . . . , yk ) (u1 , . . . , um )
=
.
(x1 , . . . , xn )
(u1 , . . . , um ) (x1 , . . . , xn )

3.2 Higher derivatives of multivariable

functions

The chain rule for total derivatives implies a chain rule for
partial derivatives. Recall that when the total derivative Main article: Fa di Brunos formula Multivariate
exists, the partial derivative in the ith coordinate direc- version
tion is found by multiplying the Jacobian matrix by the
ith basis vector. By doing this to the formula above, we
Fa di Brunos formula for higher-order derivatives of
nd:
single-variable functions generalizes to the multivariable
case. If y = f(u) is a function of u = g(x) as above, then
the second derivative of f g is:
(y1 , . . . , yk ) (u1 , . . . , um )
(y1 , . . . , yk )
=
.
xi
(u1 , . . . , um )
xi
( y 2 uk ) ( 2 y uk u )
2y
Since the entries of the Jacobian matrix are partial deriva=
+
.
xi xj
uk xi xj
uk u xi xj
tives, we may simplify the above formula to get:
k
k,

Further generalizations

All extensions of calculus have a chain rule. In most of

these, the formula remains the same, though the meaning
of that formula may be vastly dierent.
One generalization is to manifolds. In this situation, the
chain rule represents the fact that the derivative of f g
is the composite of the derivative of f and the derivative
of g. This theorem is an immediate consequence of the
higher dimensional chain rule given above, and it has exactly the same formula.

Quotient rule
Triple product rule
Product rule
Automatic dierentiation, a computational method
that makes heavy use of the chain rule to compute
exact numerical derivatives.

6 References

The chain rule is also valid for Frchet derivatives in

Banach spaces. The same formula holds as before. This
case and the previous one admit a simultaneous generalization to Banach manifolds.

[1] Omar Hernndez Rodrguez and Jorge M. Lpez Fernndez (2010). A Semiotic Reection on the Didactics of
the Chain Rule (PDF). The Montana Mathematics Enthusiast 7 (23): 321332. ISSN 1551-3440.

In abstract algebra, the derivative is interpreted as a morphism of modules of Khler dierentials. A ring homomorphism of commutative rings f : R S determines a
morphism of Khler dierentials Df : R S which
sends an element dr to d(f(r)), the exterior dierential of
f(r). The formula D(f g) = Df Dg holds in this context
as well.

[2] Apostol, Tom (1974). Mathematical analysis (2nd ed.).

Addison Wesley. Theorem 5.5.

The common feature of these examples is that they are

expressions of the idea that the derivative is part of a
functor. A functor is an operation on spaces and functions
between them. It associates to each space a new space and
to each function between two spaces a new function between the corresponding new spaces. In each of the above
cases, the functor sends each space to its tangent bundle
and it sends each function to its derivative. For example,
in the manifold case, the derivative sends a C r -manifold
to a C r1 -manifold (its tangent bundle) and a C r -function
to its total derivative. There is one requirement for this
to be a functor, namely that the derivative of a composite
must be the composite of the derivatives. This is exactly
the formula D(f g) = Df Dg.
There are also chain rules in stochastic calculus. One
of these, It's lemma, expresses the composite of an It
process (or more generally a semimartingale) dXt with
a twice-dierentiable function f. In It's lemma, the
derivative of the composite function depends not only on
dXt and the derivative of f but also on the second derivative of f. The dependence on the second derivative is
a consequence of the non-zero quadratic variation of the
stochastic process, which broadly speaking means that the
process can move up and down in a very rough way. This
variant of the chain rule is not an example of a functor because the two functions being composed are of dierent
types.

See also
Integration by substitution
Leibniz integral rule

7 External links
Hazewinkel, Michiel, ed. (2001), Leibniz rule,
Encyclopedia of Mathematics, Springer, ISBN 9781-55608-010-4
Weisstein, Eric W., Chain Rule, MathWorld.
Khan Academy Lesson 1 Lesson 3
http://calculusapplets.com/chainrule.html
The Chain Rule explained

8 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

Text and image sources, contributors, and licenses

8.1

Text

Chain rule Source: https://en.wikipedia.org/wiki/Chain_rule?oldid=686600682 Contributors: AxelBoldt, Zundark, Edemaine, Michael

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Eleuther, AntiVandalBot, Dylan Lake, C42f, MER-C, Thenub314, Americanhero, User A1, JaGa, Infovarius, ENIAC, Planemo, John-90,
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Leicammonochrom, Thorthugnasty, Hayazin, Brnbrnz and Anonymous: 170

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Images

File:Chain_rule_animation.gif Source: https://upload.wikimedia.org/wikipedia/commons/9/9c/Chain_rule_animation.gif License: CC

BY-SA 4.0 Contributors: Own work Original artist: Brnbrnz

8.3

Content license

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