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scipy.optimize.check_grad

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

Check the correctness of a gradient function by comparing it against a (forward) 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 forward difference approximation of grad using func.

args : *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.

See also

approx_fprime