derivativeCheck.m

function diff = derivativeCheck(funObj,x,order,type,varargin)
% diff = derivativeCheck(funObj,x,order,useComplex,varargin)
%
% type = 1 (simple forward-difference)
% type = 2 (central differencing - default)
% type = 3 (complex-step deriative)

if nargin < 3
	order = 1; % Only check gradient by default
	if nargin < 4
		type = 2; % Use central-differencing by default
	end
end

if order == 2
	[f,g,H] = funObj(x,varargin{:});
	
	fprintf('Checking Hessian...\n');
	[f2,g2,H2] = autoHess(x,type,funObj,varargin{:});
	
	fprintf('Max difference between user and numerical hessian: %e\n',max(abs(H(:)-H2(:))));
	if max(abs(H(:)-H2(:))) > 1e-9
		H
		H2
		diff = abs(H-H2)
		pause;
	end
else
	[f,g] = funObj(x,varargin{:});
	
	fprintf('Checking Gradient...\n');
	[f2,g2] = autoGrad(x,type,funObj,varargin{:});
	
	fprintf('Max difference between user and numerical gradient: %e\n',max(abs(g-g2)));
	if max(abs(g-g2)) > 1e-9
		format long
		fprintf('User NumDif diff:\n');
		dif = abs(g-g2);
		[g g2 dif]

		fprintf('User gradients:\n');

		[ mergeMatrices , mergeMatrix, ...
	    	softmaxMatrix, trainedWordFeatures, connectionMatrix, ...
	    	compositionMatrix, scoringVector, classifierExtraMatrix, embeddingTransformMatrix ] ...
	    	= stack2param(g, varargin{1});

	    mergeMatrices, mergeMatrix, ...
	    softmaxMatrix, trainedWordFeatures, connectionMatrix, scoringVector, ...
	    compositionMatrix, classifierExtraMatrix, embeddingTransformMatrix

	    fprintf('User gradient error (diff/abs+abs method, zeroing out tiny gradients):\n');
	    ratio = (abs(g - g2) ./ (abs(g) + abs(g2) + eps)) .* (abs(g) + abs(g2) > 1e-7);

		[ mergeMatrices , mergeMatrix, ...
	    	softmaxMatrix, trainedWordFeatures, connectionMatrix, ...
	    	compositionMatrix, scoringVector, classifierExtraMatrix, embeddingTransformMatrix ] ...
	    	= stack2param(ratio, varargin{1});

	    mergeMatrices, mergeMatrix, ...
	    softmaxMatrix, trainedWordFeatures, connectionMatrix, scoringVector, ...
	    compositionMatrix, classifierExtraMatrix, embeddingTransformMatrix

		diff = dif;
		pause
	end
end