C++ pointer to func

#include <iostream>
#define Nstep 101
double * Set1DGrid(double a,double b, double (*pf) (double), int N);
double MyFunc(double x);
void PrintGrid(double * grid, int N);
int main (int argc, char *argv[]){
    double * MyGrid = Set1DGrid(0.0,0.1, MyFunc, Nstep);
    PrintGrid(MyGrid,Nstep);
    delete MyGrid;
    return 0;
}
double * Set1DGrid(double a,double b, double (*pf)(double), int N){
    double * grid = new double[N];
    for (int i=0;i<N;++i)
        grid[i]=pf(a+i*(b-a)/(N-1));
    return grid;
}
double MyFunc(double x)
{
    return x;
}
void PrintGrid(double * grid, int N){
    for (int i=0;i<N;++i)
    std::cout<<grid[i]<<std::endl;
}