Let $f : \mathbb R^n \to \mathbb R^n$ be a function such that $f(ax)=af(x)$ for every $a \in \mathbb R, x \in \mathbb R^n$. Does it follow that $f$ is linear?
I don't think so, if $n>1$. If $n=1$, we have $f(a)=af(1)=\lambda a$ with $\lambda =f(1)$. Otherwise I'm not sure what to do.
Thank you!