Chain rule

In calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions f and g in terms of the derivatives f and g. More precisely, if is the function such that for every x, then the chain rule is, in Lagrange's notation,

or, equivalently,

The chain rule may also be expressed in Leibniz's notation. If a variable z depends on the variable y, which itself depends on the variable x (that is, y and z are dependent variables), then z depends on x as well, via the intermediate variable y. In this case, the chain rule is expressed as

and

for indicating at which points the derivatives have to be evaluated.

In integration, the counterpart to the chain rule is the substitution rule.


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