Suppose I have the function $f(x)=x^3$. The derivative is obviously $f'(x) = 3x^2$. But $3x^2$ is nonlinear since $$f'(3x) = 27x^2$$ $$3f'(x) = 9x^2$$ Therefore this isn't a linear map.
Rudin defines the following $$f(x+h)-f(x) = f'(x)h + r(h)$$ where $r(h)$ is very small, and he says we can regard the derivative of $f$ at $x$ as the linear operator that maps $$h\mapsto f'(x)h$$
How does this make sense?