Finite Difference Approximations to Derivatives

DIFFER is a C++ library which determines the finite difference coefficients necessary in order to combine function values at known locations to compute an approximation of given accuracy to a derivative of a given order.


The computer code and data files made available on this web page are distributed under the GNU LGPL license.


DIFFER is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

DIVDIF, a C++ library which uses divided differences to compute the polynomial interpolant to a given set of data.


  1. Ake Bjorck, Victor Pereyra,
    Solution of Vandermonde Systems of Equations,
    Mathematics of Computation,
    Volume 24, Number 112, October 1970, pages 893-903.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C++ source codes.

Last revised on 03 November 2013.