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First of all, many relationships are inherently linear. For example, distance travelled is a linear function of time where the slope is speed.

Beyond that, linear functions are extremely simple. Because of this they can be used to model pieces of more complicated functions in a simple way. Thus, you can study the properties of the complicated function by studying a piece of it at a time, in a sense.

Many mathematical objects can be said to behave as linear operators. This means that a firm undertstanding of lines, slopes and linear functions transfers to these objects.

Linearity is fundamental to a great deal of mathematics.

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