updated doc and comments for verify_grad to clarify use of rng

doc/extending/unittest.txt

@@ -416,7 +416,8 @@ The parameters are as follows:
 
 * ``n_tests``: number of times to run the test
 
-* ``rng``: random number generator from which to draw random samples
+* ``rng``: random number generator used to generate a random vector u,
+  we check the gradient of dot(u,fn) at pt
 
 * ``eps``: stepsize used in the Finite Difference Method
 

theano/tensor/basic.py

@@ -4055,7 +4055,7 @@ def verify_grad(fun, pt, n_tests=2, rng=None, eps=None, abs_tol=None, rel_tol=No
     :param pt: the list of numpy.ndarrays to use as input values.
         These arrays must be either float32 or float64 arrays.
     :param n_tests: number of times to run the test
-    :param rng: random number generator from which to draw random samples
+    :param rng: random number generator used to sample u, we test gradient of dot(u,fun) at pt
     :param eps: stepsize used in the Finite Difference Method (Default None is type-dependent)
     :param abs_tol: absolute tolerance used as threshold for gradient comparison
     :param rel_tol: relative tolerance used as threshold for gradient comparison