new example for check_grad

examples/check_gradient_3D_rosenbrock.py

@@ -0,0 +1,20 @@
+import numpy as np
+from optimizer.check_grad import check_grad
+from functions.rosenbrock import rosenbrock
+from functions.rosenbrock_with_args import rosenbrock_with_args
+
+# set random seed
+np.random.seed(0)
+
+# random initialisation of X
+X = np.random.normal(0, 1, size=(3, 1))
+
+# check gradients for rosenbrock and rosenbrock with arguments
+vec1, d1 = check_grad(rosenbrock, X, 1e-5)
+vec2, d2 = check_grad(rosenbrock_with_args, X, 1e-5, args=(100, 400))
+
+# check results are the same (first and second columns should match)
+print("Derivatives vs finite difference for the rosenbrock function: ")
+print(vec1)
+print("Derivatives vs finite difference for the rosenbrock with arguments function: ")
+print(vec1)