Let U⊆RkU\subseteq\mathbb R^k and V⊆RmV\subseteq\mathbb R^m be . If f:U→Vf:U\to V is at a∈Ua\in U and g:V→Rpg:V\to\mathbb R^p is differentiable at f(a)f(a), then the g∘fg\circ f is differentiable at aa, and

D(g∘f)(a)=Dg(f(a))∘Df(a).D(g\circ f)(a)=Dg(f(a))\circ Df(a).

In terms of , this is

Jg∘f(a)=Jg(f(a)) Jf(a).J_{g\circ f}(a)=J_g(f(a))\,J_f(a).