step size parameter for check_grad

I use finite difference approximation for checking my derivatives. However, I'm cannot use check_grad from scipy for several of those because the (fixed) step size of check_grad is too small. I propose this modification for letting the user decide whether to use the default step size or not.
If we are adding a top level scipy.diff module, there's no backwards compat there, and we could just move this function with a sane signature over there and have a wrapper over that one here.