Linear Algebra
10.58 min read

The Limit Concept

The limit of a function ff at a point x0x_0 answers: "what value does f(x)f(x) approach as xx gets arbitrarily close to x0x_0?" Crucially, we do NOT require ff to be defined at x0x_0 itself — only near it. This subtlety is what makes limits powerful.

Think of it as a game: someone challenges you by picking a target accuracy ε>0\varepsilon > 0. You win by finding a tolerance δ>0\delta > 0 such that whenever xx is within δ\delta of x0x_0 (but not equal to x0x_0), the output f(x)f(x) is within ε\varepsilon of the proposed limit LL. If you can always win this game, then limxx0f(x)=L\lim_{x \to x_0} f(x) = L.

Limits can also fail to exist — if f(x)f(x) approaches different values from the left and right of x0x_0, or oscillates wildly, the limit does not exist.

Formal View

Definition 10.4 — Limit of a Function
We write limxx0f(x)=L\lim_{x \to x_0} f(x) = L if for every ε>0\varepsilon > 0 there exists δ>0\delta > 0 such that 0<xx0<δ    f(x)L<ε0 < |x - x_0| < \delta \implies |f(x) - L| < \varepsilon.

The value f(x0)f(x_0) is irrelevant to the limit — we only care about f(x)f(x) for xx0x \neq x_0 near x0x_0.

Why This Matters

Limits are the rigorous foundation of calculus — they make derivatives and integrals precise.

  • Defining the derivative: f(x0)=limh0f(x0+h)f(x0)hf'(x_0) = \lim_{h \to 0} \frac{f(x_0+h) - f(x_0)}{h}.
  • Numerical stability: checking if a computation converges as step size 0\to 0.
  • Asymptotic analysis: understanding algorithm behavior as input size \to \infty.

Quiz

Question 1

For limxx0f(x)=L\lim_{x \to x_0} f(x) = L to hold, ff must be defined at x0x_0.

Question 2

Which of the following best describes when limxx0f(x)=L\lim_{x \to x_0} f(x) = L?

Common Mistakes

  • Substituting x=x0x = x_0 to find the limit — valid only when ff is continuous at x0x_0, which is what the limit is used to define!
  • Thinking a limit exists whenever ff is defined near x0x_0 — the function also needs to approach a single value from all directions.