Linear approximation

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

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

where R₂ is the remainder term. The linear approximation is obtained by dropping the remainder:

^[1]

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.

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

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

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

To find an approximation of one can do as follows.

1. Consider the function Hence, the problem is reduced to finding the value of f(25).
2. We have

   

3. According to linear approximation

   

4. The result, 2.926, lies fairly close to the actual value 2.924…

See also

• Taylor expansion
• Power series

Applications

Category:First order methods

• Euler's method
• Finite differences
• Finite difference methods
• Newton's method

Notes

1. ^ Some calculus textbooks write dx for x−a (the change in x), and then define df:=f′(a)(x−a) so as to have a numerical equality df = f′(a) dx. This may be useful as a mnemonic for the fact that f(x)−f(a) (the change in f) is approximated by f′(a)(x−a), but it conflicts with the actual definition of df as a differential form.

References

• 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.