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.
I agree it is more informative, and "a foolish consistency is the hobgoblin of little minds".  However, all the optimization functions called `fmin_*` that accept such an argument call it `epsilon` (e.g. http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_cg.html, http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_tnc.html and others).  If the unified `minimize` wrapper is used, the name of the argument to use in the `options` dictionary is `eps`.   `fsolve` (http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fsolve.html) uses `epsfcn`.  I don't think it is a foolish consistency to stick with `epsilon`.

But if the devs more involved in `optimize` than I am prefer `step`, I'll let it slide.