Put and . At the expansion point the exponent is one and the gradient is . The first-order multivariable Taylor expansion isThe directional error of a first-order Taylor approximation is determined by the omitted terms, not just the equal first partial derivatives. The Hessian matrix at the expansion point is , soFor equal small steps along the coordinate axes, the leading error is along and along . The error grows faster along the axis, although the first-order change in the function is equal along the two axes.
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