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Linear approximation : ウィキペディア英語版
Linear approximation

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
: 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.〔(【引用サイトリンク】url=http://math.mit.edu/classes/18.013A/HTML/chapter12/section01.html )
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\left(a,b\right)\left(x-a\right)+\frac\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.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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