DIFFER, 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 FORTRAN90 version and a MATLAB version.
DIVDIF, a C++ library which uses divided differences to compute the polynomial interpolant to a given set of data.