scipy/scipy — pull request #3945 by Horta (2014-08-31 21:11:06+00:00)
Title: 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.