In mathematics

Mathematics

Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, a linear approximation is an approximation of a general function

Function (mathematics)

In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

 using a linear function

Linear function

In mathematics, the term linear function can refer to either of two different but related concepts:* a first-degree polynomial function of one variable;* a map between two vector spaces that preserves vector addition and scalar multiplication....

 (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

Real number

In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...

 variable, Taylor's theorem

Taylor's theorem

In calculus, Taylor's theorem gives an approximation of a k times differentiable function around a given point by a k-th order Taylor-polynomial. For analytic functions the Taylor polynomials at a given point are finite order truncations of its Taylor's series, which completely determines the...

 for the case n = 1 states that


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


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 with real values, one can approximate for close to by the formula

The right-hand side is the equation of the plane tangent to the graph of at

In the more general case of Banach space

Banach space

In mathematics, Banach spaces is the name for complete normed vector spaces, one of the central objects of study in functional analysis. A complete normed vector space is a vector space V with a norm ||·|| such that every Cauchy sequence in V has a limit in V In mathematics, Banach spaces is the...

s, one has


where is the Fréchet derivative

Fréchet derivative

In mathematics, the Fréchet derivative is a derivative defined on Banach spaces. Named after Maurice Fréchet, it is commonly used to formalize the concept of the functional derivative used widely in the calculus of variations. Intuitively, it generalizes the idea of linear approximation from...

 of at .

See also

• Euler's method
• Finite differences
• Finite difference methods
• Newton's method
  Newton's method
  In numerical analysis, Newton's method , named after Isaac Newton and Joseph Raphson, is a method for finding successively better approximations to the roots of a real-valued function. The algorithm is first in the class of Householder's methods, succeeded by Halley's method...
  
  
• Power series
• Taylor series
  Taylor series
  In mathematics, a Taylor series is a representation of a function as an infinite sum of terms that are calculated from the values of the function's derivatives at a single point....