Definition by Cases is Primitive Recursive

Theorem
Let $\mathcal R_1, \mathcal R_2, \ldots, \mathcal R_k$ be primitive recursive relations on $\N^l$ such that:
 * $\forall i, j \in \left\{{1, 2, \ldots, k}\right\}: \mathcal R_i \implies \lnot \mathcal R_j$, i.e. all relations are mutually exclusive;
 * $\forall \left({n_1, n_2, \ldots, n_l}\right) \in \N^l: \exists i \in \left\{{1, 2, \ldots, k}\right\}: \mathcal R_i \left({n_1, n_2, \ldots, n_l}\right)$, that is, the set of relations is exhaustive.

Let $\forall i \in \left\{{1, 2, \ldots, k}\right\}: g_i: \N^l \to \N$ be primitive recursive functions.

Then the function $f: \N^l \to \N$ defined as:
 * $f \left({n_1, n_2, \ldots, n_l}\right) = \begin{cases}

g_1 \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_1 \left({n_1, n_2, \ldots, n_l}\right) \\ g_2 \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_2 \left({n_1, n_2, \ldots, n_l}\right) \\ \quad \vdots & \quad \vdots \\ g_k \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_k \left({n_1, n_2, \ldots, n_l}\right) \end{cases}$ is primitive recursive.

Corollary
The definition can be made more flexible by defining $f$ as:
 * $f \left({n_1, n_2, \ldots, n_l}\right) = \begin{cases}

g_1 \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_1 \left({n_1, n_2, \ldots, n_l}\right) \\ g_2 \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_2 \left({n_1, n_2, \ldots, n_l}\right) \\ \quad \vdots & \quad \vdots \\ g_{k-1} \left({n_1, n_2, \ldots, n_l}\right) & : \mathcal R_{k-1} \left({n_1, n_2, \ldots, n_l}\right) \\ g_k \left({n_1, n_2, \ldots, n_l}\right) & : \text {otherwise} \end{cases}$

where "otherwise" can be replaced by:
 * $\mathcal R_k \left({n_1, n_2, \ldots, n_l}\right) = \lnot \left({\mathcal R_1 \left({n_1, n_2, \ldots, n_l}\right) \lor \mathcal R_2 \left({n_1, n_2, \ldots, n_l}\right) \lor \ldots \lor \mathcal R_{k-1} \left({n_1, n_2, \ldots, n_l}\right)}\right)$

Thus we need to define only $k-1$ mutually exclusive relations as the "otherwise" case takes care of the default case.

Proof
We have:

because if $\left({n_1, n_2, \ldots, n_l}\right) \in \N^k$, there is a unique $r$ such that $\mathcal R_r \left({n_1, n_2, \ldots, n_l}\right)$.

Then $\chi_{\mathcal R_r} \left({n_1, n_2, \ldots, n_l}\right) = 1$ and $\chi_{\mathcal R_s} \left({n_1, n_2, \ldots, n_l}\right) = 0$ for $s \ne r$.

Then the value of the RHS is $g_r \left({n_1, n_2, \ldots, n_l}\right)$ as required.

Since $\mathcal R_1, \mathcal R_2, \ldots, \mathcal R_k$ are primitive recursive, the functions $\chi_{\mathcal R_1}, \chi_{\mathcal R_2}, \ldots, \chi_{\mathcal R_k}$ are primitive recursive as well.

Hence $f$ is obtained by substitution from:
 * the primitive recursive function $\operatorname{add}$
 * the primitive recursive functions $g_j$
 * the primitive recursive functions $\chi_{\mathcal R_j}$.

Hence the result.

Proof of Corollary
Immediate from the main proof and Set Operations on Primitive Recursive Relations.