Linear approximation

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Tangent line at (a, f(a))

In mathematics, a linear approximation is an approximation of a general function using a linear function (more precisely, an affine function). They are widely used in the method of finite differences to produce first order methods for solving or approximating solutions to equations.

Definition[edit]

Given a twice continuously differentiable function f of one real variable, Taylor's theorem for the case n = 1 states that

 f(x) = f(a) + f'(a)(x - a) + R_2\

where R_2 is the remainder term. The linear approximation is obtained by dropping the remainder:

 f(x) \approx f(a) + f'(a)(x - a).

This is a good approximation for x when it is close enough to a; since a curve, when closely observed, will begin to resemble a straight line. Therefore, the expression on the right-hand side is just the equation for the tangent line to the graph of f at (a,f(a)). For this reason, this process is also called the tangent line approximation.

If f is concave down in the interval between x and a, the approximation will be an overestimate (since the derivative is decreasing in that interval). If f is concave up, the approximation will be an underestimate.[1]

Linear approximations for vector functions of a vector variable are obtained in the same way, with the derivative at a point replaced by the Jacobian matrix. For example, given a differentiable function f(x, y) with real values, one can approximate f(x, y) for (x, y) close to (a, b) by the formula

f\left(x,y\right)\approx f\left(a,b\right)+\frac{\partial f}{\partial x}\left(a,b\right)\left(x-a\right)+\frac{\partial f}{\partial y}\left(a,b\right)\left(y-b\right).

The right-hand side is the equation of the plane tangent to the graph of z=f(x, y) at (a, b).

In the more general case of Banach spaces, one has

 f(x) \approx f(a) + Df(a)(x - a)

where Df(a) is the Fréchet derivative of f at a.

See also[edit]

References[edit]

  • Weinstein, Alan; Marsden, Jerrold E. (1984). Calculus III. Berlin: Springer-Verlag. p. 775. ISBN 0-387-90985-0. 
  • Strang, Gilbert (1991). Calculus. Wellesley College. p. 94. ISBN 0-9614088-2-0. 
  • Bock, David; Hockett, Shirley O. (2005). How to Prepare for the AP Calculus. Hauppauge, NY: Barrons Educational Series. p. 118. ISBN 0-7641-2382-3.