Standard discrete Newton methods require **n** gradient evaluations and
operations to compute and symmetrize every Hessian .
Each column **i** of can be approximated by the vector

where is a suitably chosen interval [30].
This interval must balance the * roundoff* error, proportional to
, by formulation, with the * truncation* error, proportional
to . A simple estimate for a well-scaled problem to balance the two
errors is
.

(See exercise 6.)