amueller · June 22, 2012 19:34
diff --git a/check_grad.py b/check_grad.py
                                                                                       
 def check_grad(f, fprime, x0):                                                            
    eps = 1e-5                                                                            
    approx = np.zeros(len(x0))                                                            
    for i in xrange(len(x0)):                                                             
        x0_ = x0.copy()                                                                   
        x0_[i] += eps                                                                     
        approx[i] = (f(x0_) - f(x0)) / eps                                                
    return np.linalg.norm(approx.ravel() - fprime(x0).ravel())

	def check_grad(f, fprime, x0):
	eps = 1e-5
	approx = np.zeros(len(x0))
	for i in xrange(len(x0)):
	x0_ = x0.copy()
	x0_[i] += eps
	approx[i] = (f(x0_) - f(x0)) / eps
	return np.linalg.norm(approx.ravel() - fprime(x0).ravel())