From section 1, problem 3 of Differential Topology by Guillemin and Pollack:
Let $X \subset R^N, Y \subset R^M, Z \subset R^L$ be arbitrary subsets, and let $f : X \to Y, g : Y \to Z$ be smooth maps. Then [show that] the composite $g \circ f : X \to Z$ is smooth.
I don't really know where to go with this. The definition of smooth I'm working with is:
A mapping $f$ of an open set $U \subset R^n$ into $R^m$ is called smooth if it has continuous partial derivatives of all orders. (1)
A map $f : X \to R^m$ defined on an arbitrary subset X in $R^m$ is called smooth if it may be locally extended to a smooth map on open sets; that is, if around each point $x \in X$ there is an open set $U \subset R^n$ and a smooth map $F : U \to R^m$ such that $F$ equals $f$ on $U \cap X$. (2)
Using definition (2), take $F,G$ to be smooth local extensions of $f,g$ around arbitrary points $x \in X, y \in Y$ defined on open sets $U \subset R^N, V \subset R^M$ (respectively). Let $h = g \circ f$. I need to show that for arbitrary $x \in X$, there is a smooth (definition (1)) local extension $H$ of $h$ on an open set around $x$.
Take $H = G \circ F : U \to Z$. Given that $F,G$ are smooth (definition (1)), I now need to show that $H$ is smooth by definition (1), i.e., that it has "continuous partial derivatives of all orders". I'm not quite sure how to go about that.