선형근사,linear_approximation

경희대 박종도


먼저 2D일 때를 알아본다.
접선,tangent_line 식은
$\displaystyle y=f(a)+f'(a)(x-a)$
임을 상기.

Approximation to $\displaystyle y=f(x)$ near $\displaystyle a$
$\displaystyle f(x)\approx f(a) + f'(a)(x-a)$
: the linear approximation of $\displaystyle f$ at $\displaystyle a.$
$\displaystyle L(x) = f(a) + f'(a)(x-a)$
: the linearization of $\displaystyle f$ at $\displaystyle a.$

  • $\displaystyle f(a)$ 는 쉽게 계산 가능.
    • $\displaystyle L(a) = f(a)$
    • $\displaystyle L(x) \approx f(x)$ when $\displaystyle x$ is near $\displaystyle a$ (x가 a 근방에선 값이 비슷하다)

    그리고 이제 3D(multivariable case)를 알아본다.
    The tangent plane to $\displaystyle z=f(x,y)$ at $\displaystyle (a,b,f(a,b))$ is
    $\displaystyle z=f(a,b) + f_x(a,b)(x-a) + f_y(a,b)(y-b)$
    where $\displaystyle f_x$ and $\displaystyle f_y$ are continuous.

    Linearization:
    $\displaystyle L(x,y) := f(a,b) + f_x(a,b)(x-a) + f_y(a,b)(y-b)$
    Linear approximation or tangent plane approximation:
    $\displaystyle f(x,y)\approx f(a,b) + f_x(a,b)(x-a) + f_y(a,b)(y-b)$