Ich muss mal das Haus kontrollieren, ob wirklich alle Fenster zu sind.
Can I use nachprüfen or checken in this context? What is the difference between nachprüfen, checken and kontrollieren?
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I would say in the context you have given "nachprüfen/kontollieren" mean the same. "checken" is a new expression, probably only used by the younger generation. And it would be felt as an English foreign body in German by the older generations.
Checken, derived from the English check, is rather colloquial. You wouldn't use it in a formal context, let alone in writing. There are also other meanings:
Ich check das nicht! (I don't understand!)
Ich hab uns zwei Tickets gecheckt. (I managed two get two tickets for us.)
The two other terms,
nachprüfen mean similar things, although there are subtle differences. Kontrollieren is rather neutral: you check something, make sure that everything is in order. A police checkpoint, e.g., would be Straßenkontrolle in German (they'll want to see your driver licence, perhaps check sobriety.)
Nachprüfen, on the other hand, implies that there has been a Vor-Prüfung of sorts, you have an idea, a preconceived notion, a suspicion that you want to check upon. Or, an auditor takes a second look at a company's books, making sure that book-keeping is in order; things like that.