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The proof of the linear approximation theorem, which states that a function is differentiable at a point if and only if there exists a linear function that approximates the function near that point. The theorem is presented for functions defined in an open interval containing the point.
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Math 4200
Linear Approximation Theorem:
Suppose 0 is defined in an open interval containing B Þ Then 0 is differentiable !
at B if and only if there exists a linear affine) functionÐ !
EÐBÑ œ +ÐB B Ñ 0 ÐB Ñ that approximates 0 near B in the sense that !!!
lim
BÄB
0ÐBÑ EÐBÑ
BB
!
!
¸ ¸
œ! Þ
Proof.
I. Suppose 0 is differentiable at B œ B. Let EÐBÑ œ 0 ÐB ÑÐB B Ñ 0 ÐB Ñ. !!!!
w
lim = lim 0 So,
BÄB BÄB
0ÐBÑ EÐBÑ
BB
0ÐBÑ 0ÐB Ñ
BB
!!
!
!
!
¸ ¸
¸ ¸
0 ÐB Ñ œ Þ
w
!
lim = 0.
BÄB
0ÐBÑ EÐBÑ
BB
!
!
¸ ¸
II. Suppose there exists EÐBÑ œ +ÐB B Ñ 0 ÐB Ñ such that !!
lim. Then, lim and
BÄB BÄB
0ÐBÑ EÐBÑ 0ÐBÑ EÐBÑ
BB BB
!!
! !
¸ ¸
œ! œ! º º
lim = 0 ,
BÄB
0ÐBÑ 0ÐB Ñ ÐBB Ñ
BB
!
!!
!
a
lim 0 This implies that lim.
BÄB BÄB
0ÐBÑ 0ÐB Ñ 0ÐBÑ 0ÐB Ñ
BB BB
!!
!!
!!
+ œ Þ œ +