Let $f = (f_1, \cdots, f_m)$ be a function from $\mathbb{R}^n \to \mathbb{R}^m$. Prove that $f$ is linear if and only if for each $i$, $f_i$ is of the form
$$f_i (x_1, \cdots, x_n) = a_1x_1 + \cdots, a_nx_n$$
for some $a_1, \cdots, a_n \in \mathbb{R}$.
It is the forward direction that troubles me. The reverse one seems quite clear. Any help?