differ, a FORTRAN77 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.
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 and an Octave version and a Python version.
divdif, a FORTRAN77 library which uses divided differences to compute the polynomial interpolant to a given set of data.