一、数学基础:泰勒展开
从一元函数的泰勒展开说起
一元函数在 x 0 x_0 x0处的泰勒展开表达式为:
f ( x ) = f ( x 0 ) + f ( x 0 ) ′ ( x − x 0 ) + 1 2 ! f ( x 0 ) ′ ′ ( x − x 0 ) + o n f(x) = f(x_0) + {f(x_0)}'(x - x_0) + \frac{1}{2!}{f(x_0)}''(x - x_0) + o^n f(x)=f(x0)+f(x0)′(x−x0)+2!1f(x0)′′(x−x0)+on
那么同理,二元函数的泰勒展开为:
f ( x , y ) = f ( x 0 , y 0 ) + f x ′ ( x 0 , y 0 ) ( x − x 0 ) + f y ′ ( x 0 , y 0 ) ( y − y 0 ) + 1 2 ! f x x ′ ′ ( x 0 , y 0 ) ( x − x 0 ) 2 + 1 2 ! f y y ′ ′ ( x 0 , y 0 ) ( y − y 0 ) 2 + o n f(x,y) = f(x_0,y_0) + f_{x}^{'}(x_0,y_0)(x-x_0) + f_{y}^{'}(x_0,y_0)(y-y_0) + \frac{1}{2!}f_{xx}^{''}(x_0,y_0)(x-x_0)^2 + \frac{1}{2!}f_{yy}^{''}(x_0,y_0)(y-y_0)^2 + o^n f(x,y)=f(x0,y0)+fx′(x0,y0)(x−x0)+fy′(x0,y0)(y−y0)+2!1fxx′′(x0,y0)(x−x0)2+2!1fyy′′(x0,y0)(y−y0)2+on
多元函数呢?
f ( x 1 , x 2 , . . . , x n ) = f ( x 0 1 , x 0 2 , . . . x 0 n ) + ∑ i = 1 n f x i ′ ( x 0 1 , x 0 2 , . . . x 0 n ) ( x i − x 0 i ) + 1 2 ! ∑ i , j = 1 n f x i x j ′ ′ ( x 0 1 , x 0 2 , . . . x 0 n ) ( x i − x 0 i ) ( x j − x 0 j ) + o n f(x^1,x^2,...,x^n) = f(x_{0}^{1},x_{0}^{2},...x_{0}^{n}) + \sum_{i=1}^{n}f_{x^i}^{'}(x_{0}^{1},x_{0}^{2},...x_{0}^{n})(x^i - x_{0}^{i}) + \frac{1}{2!}\sum_{i,j=1}^{n}f_{x^ix^j}^{''}(x_{0}^{1},x_{0}^{2},...x_{0}^{n})(x^i - x_{0}^{i})(x^j - x_{0}^{j}) + o^n f(x1,x2,...,xn)=f(x01,x02,...x0n)+i=1∑nfxi′(x01,x02,...x0n)(xi−x0i)+2!1i,j=1∑nfxixj