differ

differ, a C++ code 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 MIT license

Languages:

differ is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

differ_test

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

Reference:

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:

• differ.cpp, the source code.
• differ.sh, compiles the source code.
• differ.hpp, the include file.