DIFFER
Finite Difference Approximations to Derivatives
DIFFER
is a MATLAB 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.
Licensing:
The computer code and data files made available on this
web page are distributed under
the GNU LGPL license.
Languages:
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 MATLAB library which
uses divided differences to compute the polynomial interpolant
to a given set of data.
Reference:

Ake Bjorck, Victor Pereyra,
Solution of Vandermonde Systems of Equations,
Mathematics of Computation,
Volume 24, Number 112, October 1970, pages 893903.
Source Code:

differ_backward.m,
backward difference derivative approximation coefficients.

differ_central.m,
central difference derivative approximation coefficients.

differ_forward.m,
forward difference derivative approximation coefficients.

differ_inverse.m,
computes the inverse of the stencil matrix.

differ_matrix.m,
computes the stencil matrix from the stencil vector.

differ_matrix_test.m

differ_solve.m,
solves for finite difference coefficients.

differ_stencil.m,
finite difference derivative approximation coefficients
for arbitrarily spaced data.

inverse_error.m,
reports the error in a matrix inverse.

r8_factorial.m,
evaluates the factorial of an R8.

r8mat_print.m,
prints an R8MAT;

r8mat_print_some.m,
prints some of an R8MAT;

r8vec_print.m,
prints an R8VEC;

r8vec_uniform_01.m,
returns a unit pseudorandom R8VEC.

r8vec2_print.m,
prints a pair of R8VEC's;

timestamp.m,
prints the current YMDHMS date as a timestamp;

vand1.m,
returns the VAND1 matrix.
Examples and Tests:
Last revised on 10 November 2013.