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.
Usually, there's no docstring in test functions in scipy (because of some display issues with nose IIRC). Could you turn this into a comment?