check_grad.py

import scipy.optimize

# let check_grad work for x0: ndarray, like the documentation says it should
# see also: http://stackoverflow.com/q/15040263
def check_grad(func, grad, x0, *args, **kwargs):
  return scipy.optimize.check_grad(lambda xh: func(xh.reshape(x0.shape), *args),
                                   lambda xh: grad(xh.reshape(x0.shape), *args).flatten(),
                                   x0.flatten(), **kwargs)