Equivalence between $f(x)e^g(x)$ being integrable and $r'(x) +g'(x)r(x)=f(x)$ having a function $r(x)$ that solves it.

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I was wondering why $\int{e^{x^2}dx}$ was not integrable using elementary functions and looking for a proof. I found this video by Michael Penn which explains that these two statements are equivalent:

$f(x)e^{g(x)}$ cannot be integrated using elementary functions $\iff$ there exists a rational function $r(x)$ such that the equation $r'(x)+g'(x)r(x)=f(x)$ holds for all $x$.

Later in the video he uses this to prove by contradiction that for $f(x)=1$ and $g(x)=x^2$ there exists no $r(x)$ and so $e^{x^2}$ has no elementary antiderivative.

Why is this equivalence true? Is there a name for this theorem?