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Reference.org
Linear approximation
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<p>In <a href="/facts/Mathematics/pxTouaz4">mathematics</a>, a linear approximation is an approximation of a general <a href="/facts/Function_(mathematics)/CdReEKCh">function</a> using a <a href="/facts/Linear_function/Ejvy8CKy">linear function</a> (more precisely, an <a href="/facts/Affine_function/BD7yDr10">affine function</a>). They are widely used in the method of <a href="/facts/Finite_differences/aY1txFhj">finite differences</a> to produce first order methods for solving or approximating solutions to equations. </p>