foo.py

import torch
from torch.autograd import Variable, Function

class Linear(Function):

    # Note that both forward and backward are @staticmethods
    @staticmethod
    # bias is an optional argument
    def forward(ctx, input, weight, bias=None):
        ctx.save_for_backward(input, weight, bias)
        output = input.mm(weight.t())
        if bias is not None:
            output += bias.unsqueeze(0).expand_as(output)
        return output

    # This function has only a single output, so it gets only one gradient
    @staticmethod
    def backward(ctx, grad_output):
        print('hello')
        input, weight, bias = ctx.saved_variables
        grad_input = grad_weight = grad_bias = None

        if ctx.needs_input_grad[0]:
            grad_input = grad_output.mm(weight)
        if ctx.needs_input_grad[1]:
            grad_weight = grad_output.t().mm(input)
        if bias is not None and ctx.needs_input_grad[2]:
            grad_bias = grad_output.sum(0).squeeze(0)

        return grad_input, grad_weight, grad_bias


linear = Linear.apply


from torch.autograd import gradcheck

# gradchek takes a tuple of tensor as input, check if your gradient
# evaluated with these tensors are close enough to numerical
# approximations and returns True if they all verify this condition.
input = (Variable(torch.randn(20,20).double(), requires_grad=True), Variable(torch.randn(30,20).double(), requires_grad=True),)
test = gradcheck(Linear.apply, input, eps=1e-6, atol=1e-4)
print(test)