Finite Difference Approximations to Derivatives
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.
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:
a MATLAB library which
uses divided differences to compute the polynomial interpolant
to a given set of data.
Ake Bjorck, Victor Pereyra,
Solution of Vandermonde Systems of Equations,
Mathematics of Computation,
Volume 24, Number 112, October 1970, pages 893-903.
backward difference derivative approximation coefficients.
central difference derivative approximation coefficients.
forward difference derivative approximation coefficients.
computes the inverse of the stencil matrix.
computes the stencil matrix from the stencil vector.
solves for finite difference coefficients.
finite difference derivative approximation coefficients
for arbitrarily spaced data.
reports the error in a matrix inverse.
evaluates the factorial of an R8.
prints an R8MAT;
prints some of an R8MAT;
prints an R8VEC;
returns a unit pseudorandom R8VEC.
prints a pair of R8VEC's;
prints the current YMDHMS date as a timestamp;
returns the VAND1 matrix.
Examples and Tests:
Last revised on 10 November 2013.