If $a=b=0$, then any integer is a common divisor of $a$ and $b$.
So, there is no greatest common divisor of $a$ and $b$.
So we don't consider the case in which $a=b=0$.
If $a=0$ and $b\neq 0$, then the set of the common divisors of $a$ and $b$ is equal to the set of divisors of $b$.
Obviously, the greatest divisor of $b$ is $|b|$.
So, $\gcd(a,b)=|b|$.
If $a=0$ and $b\neq 0$, the only common multiple of $a$ and $b$ is $0$ since the only multiple of $a$ is $0$ and $0$ is a multiple of $b$.
So, $\operatorname{lcm}(a,b)=0$.
Therefore, if $a=0$ and $b\neq 0$, then $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=|b|\cdot 0=|a\cdot b|$.
If $a\neq 0$ and $b=0$, then by symmetry, $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=|a|\cdot 0=|a\cdot b|$.
Let $a>0$ and $b>0$.
Obviously, $a\cdot b$ is a positive common multiple of $a$ and $b$.
So, the least common multiple of $a$ and $b$ exists, and it's positive.
Let $M$ be any common multiple of $a$ and $b$.
Let $M=q\cdot\operatorname{lcm}(a,b)+r,\,\, 0\leq r<\operatorname{lcm}(a,b)$.
Then, obviously, $r=M-q\cdot\operatorname{lcm}(a,b)$ is a common multiple of $a$ and $b$.
If $0<r<\operatorname{lcm}(a,b)$, then $r$ is smaller than $\operatorname{lcm}(a,b)$.
This is a contradiction.
So, $r=0$.
So, $M=q\cdot\operatorname{lcm}(a,b)$.
So, any common multiple of $a$ and $b$ is a multiple of $\operatorname{lcm}(a,b)$.
Since $a\cdot b$ is a positive common multiple of $a$ and $b$, so we can write $a\cdot b=D\cdot \operatorname{lcm}(a,b)$ for some positive integer $D$.
Let $\operatorname{lcm}(a,b)=a\cdot a^{'}$ and $\operatorname{lcm}(a,b)=b\cdot b^{'}$.
Then, $a\cdot b=D\cdot\operatorname{lcm}(a,b)=D\cdot a\cdot a^{'}=D\cdot b\cdot b^{'}$.
So, $b=D\cdot a^{'}$ and $a=D\cdot b^{'}$.
So, $D$ is a common divisor of $a$ and $b$.
Assume that there exists a common divisor $D^{'}$ of $a$ and $b$ which is larger than $D$.
Then, $M^{'}:=a\cdot\frac{b}{D^{'}}=\frac{a}{D^{'}}\cdot b$ is a positive common multiple of $a$ and $b$.
Then, $0<M^{'}=a\cdot\frac{b}{D^{'}}=\frac{a}{D^{'}}\cdot b<\frac{a\cdot b}{D}=\operatorname{lcm}(a,b)$.
This is a contradiction.
So, $D$ is the greatest common divisor of $a$ and $b$.
So, $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=a\cdot b=|a\cdot b|$.
If $a>0$ and $b<0$, then $\gcd(a, -b)\cdot\operatorname{lcm}(a,-b)=|a\cdot(-b)|=|a\cdot b|$.
Obviously, the set of the common divisors of $a$ and $b$ is equal to the set of the common divisors of $a$ and $-b$.
So, $\gcd(a,b)=\gcd(a,-b)$.
Obviously, the set of the common multiples of $a$ and $b$ is equal to the set of the common multiples of $a$ and $-b$.
So, $\operatorname{lcm}(a,b)=\operatorname{lcm}(a,-b)$.
So, $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=|a\cdot b|$.
If $a<0$ and $b>0$, then, by symmetry, $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=|a\cdot b|$.
If $a<0$ and $b<0$, then $\gcd(-a, -b)\cdot\operatorname{lcm}(-a,-b)=|(-a)\cdot(-b)|=|a\cdot b|$.
Obviously, the set of the common divisors of $a$ and $b$ is equal to the set of the common divisors of $-a$ and $-b$.
So, $\gcd(a,b)=\gcd(-a,-b)$.
Obviously, the set of the common multiples of $a$ and $b$ is equal to the set of the common multiples of $-a$ and $-b$.
So, $\operatorname{lcm}(a,b)=\operatorname{lcm}(-a,-b)$.
So, $\gcd(a, b)\cdot\operatorname{lcm}(a,b)=|a\cdot b|$.