<s>[INST] Proof of a Well-Known Fibonacci Identity Involving Cubes of Fibonacci Numbers The following is due to Lucas in 1876:
$$F_{n + 1}^3 + F_n^3 - F_{n - 1}^3 = F_{3n}$$
I am unable to locate an elementary proof of this identity, and am unable to reproduce it myself. Would anyone mind sharing a proof or a source?
 [/INST] This is probably not the most elegant way, but you can use the explicit formula for the Fibonacci numbers.
$$
F_n = \frac{1}{\sqrt{5}} \tau^n + \left(-\frac{1}{\sqrt{5}}\right)\left(-\frac{1}{\tau}\right)^n
$$
Here $\tau = \frac{1}{2}+\frac{\sqrt{5}}{2}, -1/\tau = \frac{1}{2}-\frac{\sqrt{5}}{2}$.  This formula for $F_n$ can now be plugged into the left-hand side of the desired identity.
$$
\begin{align*} F_{n+1}^3 + F_n^3 - F_{n-1}^3 
= & \left(\frac{1}{\sqrt{5}} \tau^{n+1} + \left(-\frac{1}{\sqrt{5}}\right)\left(-\frac{1}{\tau}\right)^{n+1}\right)^3\\
& + \left(\frac{1}{\sqrt{5}} \tau^n + \left(-\frac{1}{\sqrt{5}}\right)\left(-\frac{1}{\tau}\right)^n\right)^3\\
& - \left(\frac{1}{\sqrt{5}} \tau^{n-1} + \left(-\frac{1}{\sqrt{5}}\right)\left(-\frac{1}{\tau}\right)^{n-1}\right)^3
\end{align*}$$ 
Expanding out the terms takes a little work but will eventually lead to the desired expression 
$\frac{1}{\sqrt{5}} \tau^{3n} + \left(-\frac{1}{\sqrt{5}}\right)\left(-\frac{1}{\tau}\right)^{3n}$ for $F_{3n}$.  
As an example, considering the leading terms of the three cubes yields
$$
\frac{1}{5\sqrt{5}}\tau^{3n+3}+\frac{1}{5\sqrt{5}}\tau^{3n} - \frac{1}{5\sqrt{5}}\tau^{3n-3}
= \frac{1}{5\sqrt{5}}\left(\tau^3 + 1 - \frac{1}{\tau^3}\right)\tau^{3n}
$$
Since $\tau^3 = 2+ \sqrt{5}$ and $-1/\tau^3 = 2-\sqrt{5}$, we see that this simplifies to $(1/\sqrt{5})\tau^{3n}$, which is the first term of the expression for $F_{3n}$.
I leave the consideration of the other terms to the reader.
</s>