scipy.optimize.check_grad(func, grad, x0, *args)

Check the correctness of a gradient function by comparing it against a finite-difference approximation of the gradient.

Parameters :

func: callable func(x0,*args) :

Function whose derivative is to be checked

grad: callable grad(x0, *args) :

Gradient of func

x0: ndarray :

Points to check grad against finite difference approximation of grad using func.

args: optional :

Extra arguments passed to func and grad

Returns :

err: float :

The square root of the sum of squares (i.e. the 2-norm) of the difference between grad(x0, *args) and the finite difference approximation of grad using func at the points x0.

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