Proof.
We will show that H_ i(R(A)_\bullet )) and H_ i(U(A)_\bullet ) are canonically isomorphic to a third group. Namely
\mathbf{H}_ i(A) := \frac{ \{ (a_{i, 0}, a_{i-1, 1}, \ldots , a_{0, i}) \mid d(a_{i, 0}) = \delta (a_{i-1, 1}), \ldots , d(a_{1, i-1}) = \delta (a_{0, i}) \} }{ \{ d(a_{i + 1, 0}) + \delta (a_{i, 1}), d(a_{i, 1}) + \delta (a_{i-1, 2}), \ldots , d(a_{1, i}) + \delta (a_{0, i + 1}) \} }
Here we use the notational convention that a_{i, j} denotes an element of A_{i, j}. In other words, an element of \mathbf{H}_ i is represented by a zig-zag, represented as follows for i = 2
\xymatrix{ a_{2, 0} \ar@{|->}[r] & d(a_{2, 0}) = \delta (a_{1, 1}) & \\ & a_{1, 1} \ar@{|->}[u] \ar@{|->}[r] & d(a_{1, 1}) = \delta (a_{0, 2}) \\ & & a_{0, 2} \ar@{|->}[u] \\ }
Naturally, we divide out by “trivial” zig-zags, namely the submodule generated by elements of the form (0, \ldots , 0, -\delta (a_{t + 1, t-i}), d(a_{t + 1, t-i}), 0, \ldots , 0). Note that there are canonical homomorphisms
\mathbf{H}_ i(A) \to H_ i(R(A)_\bullet ), \quad (a_{i, 0}, a_{i-1, 1}, \ldots , a_{0, i}) \mapsto \text{class of image of }a_{0, i}
and
\mathbf{H}_ i(A) \to H_ i(U(A)_\bullet ), \quad (a_{i, 0}, a_{i-1, 1}, \ldots , a_{0, i}) \mapsto \text{class of image of }a_{i, 0}
First we show that these maps are surjective. Suppose that \overline{r} \in H_ i(R(A)_\bullet ). Let r \in R(A)_ i be a cocycle representing the class of \overline{r}. Let a_{0, i} \in A_{0, i} be an element which maps to r. Because \delta (r) = 0, we see that \delta (a_{0, i}) is in the image of d. Hence there exists an element a_{1, i-1} \in A_{1, i-1} such that d(a_{1, i-1}) = \delta (a_{0, i}). This in turn implies that \delta (a_{1, i-1}) is in the kernel of d (because d(\delta (a_{1, i-1})) = \delta (d(a_{1, i-1})) = \delta (\delta (a_{0, i})) = 0. By exactness of the rows we find an element a_{2, i-2} such that d(a_{2, i-2}) = \delta (a_{1, i-1}). And so on until a full zig-zag is found. Of course surjectivity of \mathbf{H}_ i \to H_ i(U(A)) is shown similarly.
To prove injectivity we argue in exactly the same way. Namely, suppose we are given a zig-zag (a_{i, 0}, a_{i-1, 1}, \ldots , a_{0, i}) which maps to zero in H_ i(R(A)_\bullet ). This means that a_{0, i} maps to an element of \mathop{\mathrm{Coker}}(A_{i, 1} \to A_{i, 0}) which is in the image of \delta : \mathop{\mathrm{Coker}}(A_{i + 1, 1} \to A_{i + 1, 0}) \to \mathop{\mathrm{Coker}}(A_{i, 1} \to A_{i, 0}). In other words, a_{0, i} is in the image of \delta \oplus d : A_{0, i + 1} \oplus A_{1, i} \to A_{0, i}. From the definition of trivial zig-zags we see that we may modify our zig-zag by a trivial one and assume that a_{0, i} = 0. This immediately implies that d(a_{1, i-1}) = 0. As the rows are exact this implies that a_{1, i-1} is in the image of d : A_{2, i-1} \to A_{1, i-1}. Thus we may modify our zig-zag once again by a trivial zig-zag and assume that our zig-zag looks like (a_{i, 0}, a_{i-1, 1}, \ldots , a_{2, i-2}, 0, 0). Continuing like this we obtain the desired injectivity.
If \Phi : (A_{\bullet , \bullet }, d, \delta ) \to (B_{\bullet , \bullet }, d, \delta ) is a morphism of double complexes both of which satisfy the conditions of the lemma, then we clearly obtain a commutative diagram
\xymatrix{ H_ i(U(A)_\bullet ) \ar[d] & \mathbf{H}_ i(A) \ar[r] \ar[l] \ar[d] & H_ i(R(A)_\bullet ) \ar[d] \\ H_ i(U(B)_\bullet ) & \mathbf{H}_ i(B) \ar[r] \ar[l] & H_ i(R(B)_\bullet ) \\ }
This proves the functoriality.
\square
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