Loading [MathJax]/jax/output/HTML-CSS/jax.js

Monday, June 11, 2012

Linearization

Linearization is the idea of approximating a continuous function around a point with a line.
For a continuous function f(x), we linearize f(x) around point a as
f(x)f(a)+f(a)(xa).

More interesting things happen in higher dimensions:
f(x)f(a)+f(x)x1|a+f(x)x2|a+
or
f(x)f(a)+f|a(xa).

No comments:

Post a Comment